+53.1%
GPN vs AVAV
+360.4%
-307.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.4% |
| 7D | +4.3% | +9.9% | -5.6% | +2.7% |
| 30D | +22.1% | -5.4% | +27.5% | +22.4% |
| 3M | +17.1% | -36.5% | +53.6% | +24.0% |
| 6M | +46.7% | -25.3% | +72.0% | +49.8% |
| YTD | +30.8% | -48.6% | +79.4% | +38.2% |
| 1Y | +31.5% | -62.1% | +93.6% | +45.4% |
| 3Y | -5.1% | +2.3% | -7.5% | -16.7% |
| 5Y | -18.1% | +35.4% | -53.5% | -34.8% |
| 10Y | +53.1% | +345.1% | -291.9% | -3.7% |
| All | +53.1% | +360.4% | -307.3% | -3.7% |
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