+76.8%
GSK vs AVAV
+516.1%
-439.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -2.8% |
| 7D | -4.2% | +3.2% | -7.4% | -4.3% |
| 30D | -7.5% | -20.3% | +12.8% | -6.7% |
| 3M | -3.3% | -19.4% | +16.2% | -2.7% |
| 6M | -9.3% | -35.3% | +25.9% | -8.2% |
| YTD | +1.6% | -38.5% | +40.1% | +2.6% |
| 1Y | +25.5% | -37.2% | +62.7% | +26.1% |
| 3Y | +49.3% | +31.1% | +18.2% | +41.3% |
| 5Y | +46.7% | +41.0% | +5.6% | +36.4% |
| 10Y | +76.8% | +508.8% | -431.9% | +43.2% |
| All | +76.8% | +516.1% | -439.3% | +43.2% |
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