+139.9%
GSK vs AVAV
+351.0%
-211.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.5% | -10.6% | -0.9% |
| 7D | +1.7% | -10.6% | +12.2% | +2.3% |
| 30D | +7.0% | -18.8% | +25.8% | +8.4% |
| 3M | -2.7% | -34.1% | +31.4% | -0.1% |
| 6M | +1.4% | -35.3% | +36.8% | +3.6% |
| YTD | +5.3% | -53.4% | +58.7% | +9.1% |
| 1Y | +10.6% | -65.6% | +76.3% | +17.1% |
| 3Y | +62.6% | -5.1% | +67.7% | +53.2% |
| 5Y | +41.7% | +18.5% | +23.2% | +27.3% |
| 10Y | +104.7% | +369.8% | -265.1% | +47.7% |
| All | +139.9% | +351.0% | -211.1% | +55.9% |
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 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