+508.8%
AVAV vs GME
+237.1%
+271.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +2.9% |
| 7D | +3.2% | +0.4% | +2.8% | +3.2% |
| 30D | -20.3% | -1.4% | -18.9% | -20.3% |
| 3M | -19.4% | -15.1% | -4.3% | -18.8% |
| 6M | -35.3% | -22.5% | -12.8% | -34.5% |
| YTD | -38.5% | -5.9% | -32.6% | -38.4% |
| 1Y | -37.2% | -18.6% | -18.6% | -36.7% |
| 3Y | +31.1% | +6.7% | +24.4% | +23.5% |
| 5Y | +41.0% | -62.0% | +103.0% | +35.2% |
| 10Y | +508.8% | +239.5% | +269.3% | +269.9% |
| All | +508.8% | +237.1% | +271.6% | +269.9% |
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