+379.1%
AVAV vs GPC
+93.7%
+285.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.3% | +10.3% | +11.8% |
| 7D | +3.2% | +0.8% | +2.3% | +2.9% |
| 30D | -7.4% | -1.1% | -6.3% | -7.2% |
| 3M | -32.0% | -6.6% | -25.4% | -30.6% |
| 6M | -24.6% | +22.2% | -46.8% | -30.0% |
| YTD | -47.5% | +5.1% | -52.6% | -49.5% |
| 1Y | -61.5% | +2.8% | -64.3% | -62.8% |
| 3Y | +5.5% | +2.4% | +3.1% | -2.3% |
| 5Y | +35.7% | +7.8% | +28.0% | +21.0% |
| 10Y | +379.1% | +87.2% | +291.9% | +236.9% |
| All | +379.1% | +93.7% | +285.4% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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