+188.5%
GD vs AVAV
+361.4%
-172.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.5% | -11.1% | -2.2% |
| 7D | -5.0% | -10.6% | +5.6% | -3.5% |
| 30D | +8.9% | -18.8% | +27.7% | +12.0% |
| 3M | -8.0% | -34.1% | +26.1% | -2.8% |
| 6M | +2.9% | -35.3% | +38.2% | +7.7% |
| YTD | +7.1% | -53.4% | +60.5% | +15.7% |
| 1Y | +5.9% | -65.6% | +71.6% | +19.6% |
| 3Y | +53.9% | -5.1% | +58.9% | +40.0% |
| 5Y | +95.4% | +18.5% | +76.9% | +63.3% |
| All | +188.5% | +361.4% | -172.9% | +71.3% |
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