-65.6%
AVAV vs GGLL
-19.4%
-46.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.4% | +9.1% | +10.3% |
| 7D | -10.6% | +3.1% | -13.7% | -10.9% |
| 30D | -18.8% | -36.3% | +17.5% | -14.2% |
| 3M | -34.1% | -40.4% | +6.3% | -29.8% |
| 6M | -35.3% | -54.6% | +19.3% | -27.5% |
| YTD | -53.4% | -31.1% | -22.2% | -53.0% |
| 1Y | -65.6% | -19.2% | -46.5% | -67.2% |
| All | -65.6% | -19.4% | -46.2% | -67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling