+504.5%
AVAV vs GPC
+439.0%
+65.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -13.9% | +5.1% | -19.1% | -15.9% |
| 3M | -29.2% | +41.5% | -70.8% | -39.5% |
| 6M | -36.1% | +21.8% | -57.9% | -41.6% |
| YTD | -40.2% | +14.6% | -54.8% | -44.8% |
| 1Y | -36.2% | +1.3% | -37.5% | -38.0% |
| 3Y | +47.5% | -1.4% | +49.0% | +37.5% |
| 5Y | +39.3% | +30.6% | +8.7% | +10.3% |
| 10Y | +482.6% | +80.6% | +402.0% | +266.3% |
| All | +504.5% | +439.0% | +65.5% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling