+767.2%
GLW vs AVAV
+479.1%
+288.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.0% |
| 7D | +3.8% | -2.2% | +6.0% | +4.1% |
| 30D | -1.3% | -13.9% | +12.6% | +1.0% |
| 3M | -21.8% | -29.2% | +7.4% | -18.2% |
| 6M | +6.9% | -36.1% | +43.0% | +12.6% |
| YTD | +77.2% | -40.2% | +117.4% | +84.5% |
| 1Y | +123.2% | -36.2% | +159.5% | +128.2% |
| 3Y | +400.0% | +47.5% | +352.5% | +307.7% |
| 5Y | +342.8% | +39.3% | +303.5% | +249.0% |
| All | +767.2% | +479.1% | +288.1% | +391.7% |
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