+379.1%
AVAV vs GME
+520.4%
-141.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.9% | +10.7% | +12.5% |
| 7D | +3.2% | +5.8% | -2.6% | +2.9% |
| 30D | -7.4% | -3.7% | -3.8% | -7.2% |
| 3M | -32.0% | +33.6% | -65.6% | -33.0% |
| 6M | -24.6% | +5.4% | -30.0% | -24.9% |
| YTD | -47.5% | +27.4% | -75.0% | -48.3% |
| 1Y | -61.5% | +19.0% | -80.5% | -61.9% |
| 3Y | +5.5% | +101.5% | -96.0% | -3.6% |
| 5Y | +35.7% | -50.5% | +86.2% | +28.4% |
| 10Y | +379.1% | +493.3% | -114.3% | +164.6% |
| All | +379.1% | +520.4% | -141.3% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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