+137.8%
GSK vs AVAV
+478.6%
-340.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -1.8% | -2.2% | +0.4% | -1.7% |
| 30D | -2.2% | -13.9% | +11.8% | -1.2% |
| 3M | -1.8% | -29.2% | +27.4% | +0.1% |
| 6M | -10.6% | -36.1% | +25.5% | -8.5% |
| YTD | +4.4% | -40.2% | +44.6% | +6.5% |
| 1Y | +30.4% | -36.2% | +66.6% | +31.5% |
| 3Y | +60.1% | +47.5% | +12.5% | +45.5% |
| 5Y | +46.8% | +39.3% | +7.5% | +31.0% |
| 10Y | +79.2% | +482.6% | -403.3% | +27.8% |
| All | +137.8% | +478.6% | -340.8% | +52.1% |
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