-16.4%
GIS vs AVAV
+358.8%
-375.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.8% |
| 7D | +1.5% | 0.0% | +1.6% | +1.5% |
| 30D | +9.2% | -9.9% | +19.1% | +9.3% |
| 3M | -5.4% | -34.7% | +29.3% | -5.1% |
| 6M | +3.4% | -26.6% | +30.0% | +3.6% |
| YTD | -20.5% | -48.9% | +28.5% | -20.2% |
| 1Y | -20.0% | -63.0% | +43.0% | -19.3% |
| 3Y | -38.6% | +1.6% | -40.2% | -40.3% |
| 5Y | -33.1% | +34.5% | -67.6% | -36.2% |
| 10Y | -16.4% | +359.3% | -375.7% | -25.6% |
| All | -16.4% | +358.8% | -375.2% | -25.6% |
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