-16.4%
GFS vs AVAV
+24.9%
-41.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.5% | -4.2% | +4.8% |
| 7D | -7.8% | -10.6% | +2.8% | -6.4% |
| 30D | -19.7% | -18.8% | -0.9% | -17.5% |
| 3M | -23.1% | -34.1% | +11.0% | -19.1% |
| 6M | -46.4% | -35.3% | -11.0% | -44.0% |
| YTD | +11.0% | -53.4% | +64.4% | +17.2% |
| 1Y | +12.6% | -65.6% | +78.3% | +25.0% |
| 3Y | -24.9% | -5.1% | -19.9% | -36.5% |
| 5Y | -39.1% | +18.5% | -57.6% | -43.6% |
| All | -16.4% | +24.9% | -41.3% | -31.2% |
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