-54.6%
GTLB vs AVAV
+66.7%
-121.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.9% | -8.2% | -6.2% |
| 7D | +4.6% | +3.2% | +1.4% | +3.6% |
| 30D | +21.0% | -20.3% | +41.3% | +28.6% |
| 3M | +51.7% | -19.4% | +71.1% | +57.9% |
| 6M | +89.3% | -35.3% | +124.5% | +107.0% |
| YTD | +25.6% | -38.5% | +64.1% | +34.6% |
| 1Y | -1.5% | -37.2% | +35.7% | +2.1% |
| 3Y | -9.9% | +31.1% | -41.0% | -42.1% |
| All | -54.6% | +66.7% | -121.4% | -76.8% |
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