+382.5%
GH vs AVAV
+14.6%
+367.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -1.5% |
| 7D | -11.2% | 0.0% | -11.2% | -11.4% |
| 30D | -7.2% | -9.9% | +2.7% | -5.0% |
| 3M | -7.1% | -34.7% | +27.6% | +2.7% |
| 6M | +62.3% | -26.6% | +88.9% | +70.0% |
| YTD | +52.1% | -48.9% | +101.0% | +69.8% |
| 1Y | +58.6% | -63.0% | +121.7% | +92.9% |
| 3Y | +619.9% | +1.6% | +618.3% | +487.9% |
| 5Y | +49.7% | +34.5% | +15.2% | +6.7% |
| All | +382.5% | +14.6% | +367.9% | +244.9% |
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 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