+418.0%
GPN vs AVAV
+478.6%
-60.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.1% |
| 7D | +0.8% | -2.2% | +3.0% | +1.1% |
| 30D | +5.8% | -13.9% | +19.7% | +8.0% |
| 3M | +37.0% | -29.2% | +66.2% | +43.0% |
| 6M | +20.1% | -36.1% | +56.3% | +26.6% |
| YTD | +20.4% | -40.2% | +60.6% | +25.9% |
| 1Y | +7.4% | -36.2% | +43.6% | +9.9% |
| 3Y | -26.1% | +47.5% | -73.6% | -38.7% |
| 5Y | -38.5% | +39.3% | -77.8% | -50.6% |
| 10Y | +28.4% | +482.6% | -454.2% | -27.0% |
| All | +418.0% | +478.6% | -60.6% | +158.8% |
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