+54.9%
GD vs AVAV
-14.7%
+69.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.8% | +7.5% | -1.3% |
| 7D | -3.9% | -24.3% | +20.4% | -1.1% |
| 30D | +8.1% | -28.9% | +37.0% | +11.8% |
| 3M | -6.8% | -39.3% | +32.5% | -2.2% |
| 6M | +3.0% | -38.8% | +41.8% | +7.1% |
| YTD | +7.8% | -57.8% | +65.6% | +15.1% |
| 1Y | +5.8% | -70.9% | +76.7% | +17.0% |
| All | +54.9% | -14.7% | +69.6% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling