-17.5%
GIS vs AVAV
+339.7%
-357.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.1% |
| 7D | -4.6% | +9.9% | -14.4% | -4.6% |
| 30D | +6.6% | -5.4% | +12.0% | +6.7% |
| 3M | -8.1% | -36.5% | +28.4% | -7.8% |
| 6M | +4.9% | -25.3% | +30.2% | +5.1% |
| YTD | -21.4% | -48.6% | +27.2% | -21.1% |
| 1Y | -21.6% | -62.1% | +40.5% | -21.0% |
| 3Y | -39.3% | +2.3% | -41.6% | -41.0% |
| 5Y | -33.2% | +35.4% | -68.6% | -36.3% |
| All | -17.5% | +339.7% | -357.3% | -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 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