+141.0%
GS vs AVAV
+7.1%
+133.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.8% | +3.5% | -5.2% |
| 7D | -6.3% | -24.3% | +18.0% | -3.2% |
| 30D | -3.1% | -28.9% | +25.7% | +0.8% |
| 3M | -17.7% | -39.3% | +21.6% | -12.9% |
| 6M | -4.6% | -38.8% | +34.2% | -0.2% |
| YTD | +0.3% | -57.8% | +58.1% | +8.3% |
| 1Y | +11.7% | -70.9% | +82.6% | +26.2% |
| 3Y | +183.6% | -14.8% | +198.4% | +170.5% |
| 5Y | +141.0% | +7.3% | +133.7% | +124.7% |
| All | +141.0% | +7.1% | +133.9% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling