-12.1%
GFS vs AVAV
+36.8%
-48.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.7% |
| 7D | -5.3% | 0.0% | -5.3% | -5.4% |
| 30D | -15.8% | -9.9% | -5.9% | -14.8% |
| 3M | -18.6% | -34.7% | +16.1% | -14.4% |
| 6M | -45.0% | -26.6% | -18.4% | -43.5% |
| YTD | +16.8% | -48.9% | +65.7% | +21.7% |
| 1Y | +17.8% | -63.0% | +80.8% | +29.4% |
| 3Y | -21.5% | +1.6% | -23.1% | -34.1% |
| 5Y | -29.3% | +34.5% | -63.8% | -39.3% |
| All | -12.1% | +36.8% | -48.9% | -28.6% |
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 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