+463.7%
GS vs AVAV
+308.3%
+155.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.8% | +3.5% | -4.5% |
| 7D | -6.3% | -24.3% | +18.0% | -1.5% |
| 30D | -3.1% | -28.9% | +25.7% | +2.9% |
| 3M | -17.7% | -39.3% | +21.6% | -10.3% |
| 6M | -4.6% | -38.8% | +34.2% | +2.0% |
| YTD | +0.3% | -57.8% | +58.1% | +12.4% |
| 1Y | +11.7% | -70.9% | +82.6% | +34.1% |
| 3Y | +183.6% | -14.8% | +198.4% | +159.9% |
| 5Y | +141.0% | +7.3% | +133.7% | +98.9% |
| 10Y | +507.4% | +325.3% | +182.1% | +237.8% |
| All | +463.7% | +308.3% | +155.4% | +160.1% |
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