+38.6%
GEHC vs AVAV
+42.8%
-4.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -3.7% | +9.9% | -13.6% | -4.5% |
| 30D | +22.0% | -5.4% | +27.4% | +22.2% |
| 3M | +13.6% | -36.5% | +50.1% | +17.2% |
| 6M | +34.0% | -25.3% | +59.3% | +35.3% |
| YTD | +0.9% | -48.6% | +49.5% | +4.4% |
| 1Y | +12.7% | -62.1% | +74.8% | +19.7% |
| 3Y | +19.4% | +2.3% | +17.1% | +11.1% |
| All | +38.6% | +42.8% | -4.3% | +21.1% |
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 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