+604.1%
GD vs AVAV
+352.9%
+251.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.3% | +5.8% | -1.2% |
| 7D | +3.0% | -10.1% | +13.1% | +4.7% |
| 30D | +10.5% | -18.7% | +29.2% | +14.1% |
| 3M | -5.0% | -33.0% | +28.1% | +0.9% |
| 6M | +5.5% | -37.2% | +42.7% | +11.5% |
| YTD | +10.3% | -53.2% | +63.5% | +20.1% |
| 1Y | +8.2% | -69.0% | +77.1% | +25.6% |
| 3Y | +59.0% | -5.5% | +64.5% | +45.0% |
| 5Y | +104.3% | +20.1% | +84.2% | +70.2% |
| 10Y | +202.4% | +371.8% | -169.3% | +80.3% |
| All | +604.1% | +352.9% | +251.2% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling