+307.9%
AVAV vs GWRE
+844.6%
-536.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | +4.2% | -2.0% | +6.2% | +4.8% |
| 30D | -2.6% | -4.1% | +1.5% | -2.2% |
| 3M | -38.0% | -13.4% | -24.6% | -36.9% |
| 6M | -27.0% | +26.0% | -53.0% | -34.9% |
| YTD | -51.4% | -21.3% | -30.1% | -50.8% |
| 1Y | -60.2% | -27.5% | -32.7% | -58.7% |
| 3Y | -6.7% | +72.7% | -79.3% | -30.4% |
| 5Y | +28.3% | +26.4% | +1.9% | +2.4% |
| 10Y | +320.5% | +169.3% | +151.2% | +166.2% |
| All | +307.9% | +844.6% | -536.7% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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