+25.7%
GPN vs AVAV
+520.8%
-495.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.7% | +1.1% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | +3.1% | -25.0% | +28.1% | +7.4% |
| 3M | +42.3% | -15.0% | +57.2% | +44.0% |
| 6M | +20.9% | -33.6% | +54.5% | +26.2% |
| YTD | +15.2% | -39.2% | +54.4% | +19.6% |
| 1Y | +5.4% | -40.5% | +45.9% | +8.9% |
| 3Y | -27.4% | +29.6% | -57.0% | -38.3% |
| 5Y | -44.2% | +56.7% | -100.9% | -56.2% |
| All | +25.7% | +520.8% | -495.1% | -29.5% |
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