+41.0%
GEHC vs AVAV
+45.8%
-4.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.6% | -10.6% | +1.1% |
| 7D | +5.6% | +3.2% | +2.5% | +5.2% |
| 30D | +27.9% | -7.4% | +35.3% | +28.3% |
| 3M | +17.1% | -32.0% | +49.2% | +20.2% |
| 6M | +32.5% | -24.6% | +57.1% | +33.8% |
| YTD | +2.7% | -47.5% | +50.2% | +6.1% |
| 1Y | +15.3% | -61.5% | +76.7% | +22.2% |
| 3Y | +23.7% | +5.5% | +18.2% | +14.8% |
| All | +41.0% | +45.8% | -4.8% | +23.0% |
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