+148.1%
GIS vs AVAV
+351.0%
-202.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.5% | -13.1% | -3.0% |
| 7D | +3.6% | -10.6% | +14.1% | +3.9% |
| 30D | +13.9% | -18.8% | +32.7% | +14.7% |
| 3M | +0.3% | -34.1% | +34.4% | +1.8% |
| 6M | +5.0% | -35.3% | +40.3% | +6.2% |
| YTD | -18.4% | -53.4% | +35.0% | -16.8% |
| 1Y | -17.4% | -65.6% | +48.2% | -14.7% |
| 3Y | -36.9% | -5.1% | -31.9% | -39.7% |
| 5Y | -30.4% | +18.5% | -48.9% | -35.7% |
| 10Y | -13.6% | +369.8% | -383.4% | -32.6% |
| All | +148.1% | +351.0% | -202.9% | +76.0% |
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