+493.9%
GLW vs AVAV
+361.4%
+132.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.5% | -7.9% | +0.9% |
| 7D | -13.9% | -10.6% | -3.3% | -12.3% |
| 30D | -35.0% | -18.8% | -16.2% | -32.7% |
| 3M | -32.4% | -34.1% | +1.8% | -27.9% |
| 6M | -41.3% | -35.3% | -6.0% | -38.4% |
| YTD | +21.8% | -53.4% | +75.2% | +31.9% |
| 1Y | +21.8% | -65.6% | +87.5% | +39.2% |
| 3Y | +307.7% | -5.1% | +312.7% | +261.9% |
| 5Y | +213.7% | +18.5% | +195.2% | +152.1% |
| All | +493.9% | +361.4% | +132.5% | +259.9% |
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 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