+368.5%
GH vs AVAV
+4.6%
+363.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.5% | -12.1% | -4.4% |
| 7D | -15.6% | -10.6% | -5.0% | -13.3% |
| 30D | -10.4% | -18.8% | +8.4% | -5.7% |
| 3M | -4.3% | -34.1% | +29.8% | +5.6% |
| 6M | +63.5% | -35.3% | +98.9% | +77.1% |
| YTD | +47.7% | -53.4% | +101.1% | +68.9% |
| 1Y | +56.7% | -65.6% | +122.4% | +94.3% |
| 3Y | +443.9% | -5.1% | +448.9% | +351.2% |
| 5Y | +36.9% | +18.5% | +18.4% | +0.9% |
| All | +368.5% | +4.6% | +363.9% | +243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling