+100.5%
GSK vs AVAV
+423.1%
-322.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.6% | -10.2% | +1.9% |
| 7D | +4.9% | +3.2% | +1.8% | +4.7% |
| 30D | +10.8% | -7.4% | +18.2% | +11.0% |
| 3M | -1.8% | -32.0% | +30.2% | -0.5% |
| 6M | +4.1% | -24.6% | +28.7% | +4.7% |
| YTD | +7.9% | -47.5% | +55.4% | +9.4% |
| 1Y | +14.4% | -61.5% | +75.9% | +17.5% |
| 3Y | +68.1% | +5.5% | +62.6% | +60.9% |
| 5Y | +47.7% | +35.7% | +11.9% | +37.2% |
| 10Y | +100.5% | +379.1% | -278.6% | +78.7% |
| All | +100.5% | +423.1% | -322.6% | +78.7% |
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 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