+590.2%
GD vs AVAV
+478.6%
+111.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.5% |
| 7D | -5.3% | -2.2% | -3.0% | -4.9% |
| 30D | -6.4% | -13.9% | +7.5% | -4.4% |
| 3M | +5.7% | -29.2% | +34.9% | +10.4% |
| 6M | -0.9% | -36.1% | +35.2% | +4.3% |
| YTD | +8.2% | -40.2% | +48.4% | +13.5% |
| 1Y | +13.4% | -36.2% | +49.6% | +16.6% |
| 3Y | +68.5% | +47.5% | +21.0% | +42.1% |
| 5Y | +97.2% | +39.3% | +57.9% | +60.9% |
| 10Y | +190.2% | +482.6% | -292.4% | +67.7% |
| All | +590.2% | +478.6% | +111.6% | +257.5% |
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