+17.7%
GFS vs AVAV
-68.0%
+85.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.3% | +2.4% | -5.6% |
| 7D | -12.5% | -10.1% | -2.4% | -12.1% |
| 30D | -16.9% | -18.7% | +1.8% | -16.4% |
| 3M | -22.3% | -33.0% | +10.7% | -21.4% |
| 6M | -40.2% | -37.2% | -3.0% | -39.4% |
| YTD | +16.0% | -53.2% | +69.2% | +9.0% |
| 1Y | +17.7% | -69.0% | +86.6% | +26.6% |
| All | +17.7% | -68.0% | +85.7% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling