+102.9%
GSK vs AVAV
+360.4%
-257.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | -1.1% | +9.9% | -10.9% | -1.5% |
| 30D | +7.8% | -5.4% | +13.2% | +7.9% |
| 3M | +0.3% | -36.5% | +36.8% | +1.9% |
| 6M | +3.4% | -25.3% | +28.7% | +4.0% |
| YTD | +5.9% | -48.6% | +54.5% | +7.5% |
| 1Y | +8.2% | -62.1% | +70.3% | +11.2% |
| 3Y | +65.3% | +2.3% | +63.0% | +58.3% |
| 5Y | +43.3% | +35.4% | +7.9% | +33.0% |
| 10Y | +102.9% | +345.1% | -242.2% | +78.9% |
| All | +102.9% | +360.4% | -257.5% | +78.9% |
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