+40.4%
AVAV vs GPC
+30.9%
+9.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.0% |
| 7D | -2.2% | +1.2% | -3.4% | -2.5% |
| 30D | -13.9% | +6.0% | -19.9% | -15.2% |
| 3M | -29.2% | +42.6% | -71.9% | -34.9% |
| 6M | -36.1% | +22.8% | -58.9% | -39.5% |
| YTD | -40.2% | +15.5% | -55.7% | -43.5% |
| 1Y | -36.2% | +2.0% | -38.3% | -38.1% |
| 3Y | +47.5% | -1.4% | +49.0% | +41.7% |
| All | +40.4% | +30.9% | +9.5% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling