+12.0%
GEHC vs AVAV
+70.8%
-58.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.2% |
| 7D | -5.2% | +3.2% | -8.4% | -5.4% |
| 30D | -7.0% | -20.3% | +13.4% | -5.4% |
| 3M | +3.3% | -19.4% | +22.8% | +4.6% |
| 6M | -10.0% | -35.3% | +25.3% | -7.6% |
| YTD | -18.5% | -38.5% | +20.0% | -16.5% |
| 1Y | -14.4% | -37.2% | +22.8% | -13.0% |
| 3Y | +3.4% | +31.1% | -27.7% | -5.2% |
| All | +12.0% | +70.8% | -58.9% | -3.2% |
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