+368.0%
GDDY vs AVAV
+430.3%
-62.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.1% | +1.5% |
| 7D | -8.1% | -3.2% | -5.0% | -7.8% |
| 30D | +2.3% | -25.6% | +27.9% | +5.9% |
| 3M | +14.7% | -20.2% | +35.0% | +16.6% |
| 6M | +2.1% | -38.1% | +40.1% | +6.6% |
| YTD | -24.6% | -41.8% | +17.2% | -21.9% |
| 1Y | -37.1% | -39.0% | +1.9% | -36.0% |
| 3Y | +25.5% | +24.1% | +1.4% | +7.8% |
| 5Y | +24.2% | +53.0% | -28.8% | -1.6% |
| 10Y | +191.6% | +493.8% | -302.3% | +63.1% |
| All | +368.0% | +430.3% | -62.3% | +158.1% |
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