-21.5%
GFS vs AVAV
+1.7%
-23.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.5% |
| 7D | -5.3% | 0.0% | -5.3% | -5.4% |
| 30D | -15.8% | -9.9% | -5.9% | -15.4% |
| 3M | -18.6% | -34.7% | +16.1% | -16.8% |
| 6M | -45.0% | -26.6% | -18.4% | -44.2% |
| YTD | +16.8% | -48.9% | +65.7% | +17.9% |
| 1Y | +17.8% | -63.0% | +80.8% | +22.6% |
| 3Y | -21.5% | +1.6% | -23.1% | -27.4% |
| All | -21.5% | +1.7% | -23.2% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling