+15.9%
GTLB vs AVAV
-5.8%
+21.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.3% | -3.2% |
| 7D | -11.1% | -10.6% | -0.5% | -9.9% |
| 30D | -7.5% | -18.8% | +11.3% | -5.2% |
| 3M | +34.8% | -34.1% | +68.9% | +41.7% |
| 6M | +98.0% | -35.3% | +133.3% | +106.3% |
| YTD | +28.1% | -53.4% | +81.5% | +37.4% |
| 1Y | +5.6% | -65.6% | +71.2% | +17.1% |
| 3Y | +15.9% | -5.1% | +21.0% | +12.4% |
| All | +15.9% | -5.8% | +21.7% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling