+332.8%
AVAV vs GPC
+75.5%
+257.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | +9.9% | -2.1% | +12.0% | +10.8% |
| 30D | -5.4% | -4.5% | -0.9% | -4.0% |
| 3M | -36.5% | -7.7% | -28.9% | -35.0% |
| 6M | -25.3% | +24.3% | -49.6% | -31.0% |
| YTD | -48.6% | +3.5% | -52.0% | -50.2% |
| 1Y | -62.1% | +0.7% | -62.8% | -63.1% |
| 3Y | +2.3% | 0.0% | +2.3% | -4.4% |
| 5Y | +35.4% | +5.8% | +29.5% | +21.5% |
| All | +332.8% | +75.5% | +257.4% | +206.4% |
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