+32.5%
AVAV vs GGLL
+210.8%
-178.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.4% |
| 7D | +4.2% | +7.7% | -3.5% | +3.0% |
| 30D | -2.6% | -30.2% | +27.7% | +2.5% |
| 3M | -38.0% | -31.3% | -6.7% | -34.7% |
| 6M | -27.0% | -52.1% | +25.1% | -18.6% |
| YTD | -51.4% | -25.9% | -25.6% | -50.7% |
| 1Y | -60.2% | -8.5% | -51.8% | -61.3% |
| 3Y | -6.7% | +165.5% | -172.2% | -29.9% |
| All | +32.5% | +210.8% | -178.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling