+7.3%
AVAV vs GPC
+6.4%
+0.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.6% | -8.3% | -9.5% |
| 7D | -24.3% | +1.7% | -26.0% | -24.6% |
| 30D | -28.9% | -2.3% | -26.6% | -28.6% |
| 3M | -39.3% | -4.5% | -34.8% | -38.7% |
| 6M | -38.8% | +21.6% | -60.3% | -41.6% |
| YTD | -57.8% | +4.0% | -61.8% | -59.2% |
| 1Y | -70.9% | +3.5% | -74.4% | -71.9% |
| 3Y | -14.8% | +2.1% | -17.0% | -20.9% |
| 5Y | +7.3% | +5.5% | +1.8% | -1.7% |
| All | +7.3% | +6.4% | +0.9% | -1.7% |
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