+308.9%
AVAV vs GPC
+74.9%
+234.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -2.9% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | -2.6% | -6.3% | +3.7% | -0.4% |
| 3M | -38.0% | -8.2% | -29.8% | -36.3% |
| 6M | -27.0% | +27.1% | -54.1% | -33.1% |
| YTD | -51.4% | +3.1% | -54.5% | -52.9% |
| 1Y | -60.2% | +0.1% | -60.3% | -61.2% |
| 3Y | -6.7% | +0.2% | -6.9% | -12.9% |
| 5Y | +28.3% | +4.9% | +23.4% | +15.6% |
| All | +308.9% | +74.9% | +234.0% | +189.8% |
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