+190.4%
GD vs AVAV
+317.7%
-127.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.8% | +7.5% | -0.9% |
| 7D | -3.9% | -24.3% | +20.4% | +0.1% |
| 30D | +8.1% | -28.9% | +37.0% | +13.5% |
| 3M | -6.8% | -39.3% | +32.5% | -0.1% |
| 6M | +3.0% | -38.8% | +41.8% | +8.8% |
| YTD | +7.8% | -57.8% | +65.6% | +18.3% |
| 1Y | +5.8% | -70.9% | +76.7% | +22.6% |
| 3Y | +55.3% | -14.8% | +70.1% | +43.8% |
| 5Y | +96.7% | +7.3% | +89.4% | +67.0% |
| All | +190.4% | +317.7% | -127.3% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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