+470.3%
GPN vs AVAV
+394.0%
+76.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.6% | +4.3% |
| 7D | +3.7% | 0.0% | +3.7% | +3.3% |
| 30D | +23.6% | -9.9% | +33.5% | +24.9% |
| 3M | +18.3% | -34.7% | +53.0% | +25.5% |
| 6M | +47.8% | -26.6% | +74.4% | +51.6% |
| YTD | +32.6% | -48.9% | +81.5% | +41.1% |
| 1Y | +36.0% | -63.0% | +99.0% | +52.2% |
| 3Y | -3.9% | +1.6% | -5.4% | -15.0% |
| 5Y | -19.4% | +34.5% | -53.9% | -35.4% |
| 10Y | +52.1% | +359.3% | -307.2% | -10.6% |
| All | +470.3% | +394.0% | +76.3% | +190.0% |
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