+486.7%
GS vs AVAV
+361.4%
+125.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.8% | -2.1% |
| 7D | -3.2% | -10.6% | +7.4% | -1.6% |
| 30D | -2.4% | -18.8% | +16.4% | +0.7% |
| 3M | -15.7% | -34.1% | +18.4% | -10.3% |
| 6M | -6.8% | -35.3% | +28.6% | -2.0% |
| YTD | -0.1% | -53.4% | +53.3% | +8.9% |
| 1Y | +12.1% | -65.6% | +77.7% | +28.6% |
| 3Y | +185.8% | -5.1% | +190.9% | +157.3% |
| 5Y | +140.1% | +18.5% | +121.6% | +96.6% |
| All | +486.7% | +361.4% | +125.3% | +218.9% |
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