-19.4%
GFS vs AVAV
+48.2%
-67.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +1.6% |
| 7D | +1.0% | -2.2% | +3.2% | +1.1% |
| 30D | -8.6% | -13.9% | +5.3% | -7.8% |
| 3M | -46.5% | -29.2% | -17.3% | -45.7% |
| 6M | -4.8% | -36.1% | +31.3% | -3.1% |
| YTD | +29.7% | -40.2% | +69.9% | +30.0% |
| 1Y | +35.8% | -36.2% | +72.0% | +35.1% |
| All | -19.4% | +48.2% | -67.6% | -23.9% |
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