+358.4%
AVAV vs GRMN
+668.8%
-310.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.8% | +10.6% |
| 7D | -10.6% | +4.7% | -15.3% | -12.8% |
| 30D | -18.8% | +3.4% | -22.2% | -20.5% |
| 3M | -34.1% | -5.0% | -29.1% | -32.8% |
| 6M | -35.3% | +18.6% | -53.9% | -41.6% |
| YTD | -53.4% | +42.5% | -95.9% | -61.6% |
| 1Y | -65.6% | +42.3% | -108.0% | -71.7% |
| 3Y | -5.1% | +158.5% | -163.5% | -47.3% |
| 5Y | +18.5% | +123.6% | -105.0% | -30.6% |
| All | +358.4% | +668.8% | -310.4% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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