+200.1%
GDDY vs AVAV
+519.3%
-319.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.2% | +1.4% | -4.6% | -3.4% |
| 30D | +6.8% | -24.3% | +31.1% | +10.3% |
| 3M | +30.5% | -20.1% | +50.6% | +32.6% |
| 6M | +13.3% | -29.4% | +42.7% | +16.1% |
| YTD | -21.0% | -39.3% | +18.4% | -18.6% |
| 1Y | -34.0% | -39.3% | +5.3% | -32.7% |
| 3Y | +33.1% | +29.5% | +3.6% | +13.9% |
| 5Y | +30.3% | +56.3% | -26.0% | +3.4% |
| All | +200.1% | +519.3% | -319.2% | +71.7% |
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