+526.0%
GLW vs AVAV
+315.4%
+210.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.8% |
| 7D | +7.7% | +4.2% | +3.5% | +7.1% |
| 30D | -18.8% | -2.6% | -16.3% | -18.5% |
| 3M | -27.7% | -38.0% | +10.2% | -22.1% |
| 6M | -44.4% | -27.0% | -17.4% | -42.7% |
| YTD | +31.3% | -51.4% | +82.7% | +41.2% |
| 1Y | +40.0% | -60.2% | +100.3% | +55.9% |
| 3Y | +339.2% | -6.7% | +345.9% | +292.2% |
| 5Y | +229.2% | +28.3% | +200.9% | +160.0% |
| All | +526.0% | +315.4% | +210.6% | +276.3% |
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