+435.3%
GNRC vs AVAV
+519.3%
-84.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | -0.2% | +1.4% | -1.6% | -0.6% |
| 30D | -15.7% | -24.3% | +8.6% | -10.4% |
| 3M | -27.3% | -20.1% | -7.2% | -25.0% |
| 6M | -12.1% | -29.4% | +17.3% | -7.9% |
| YTD | +37.1% | -39.3% | +76.5% | +44.4% |
| 1Y | -0.5% | -39.3% | +38.9% | +3.4% |
| 3Y | +61.5% | +29.5% | +32.1% | +24.0% |
| 5Y | -58.6% | +56.3% | -114.9% | -71.4% |
| All | +435.3% | +519.3% | -84.0% | +123.1% |
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