+542.4%
GLW vs AVAV
+423.1%
+119.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +12.6% | -3.3% | +7.1% |
| 7D | -5.9% | +3.2% | -9.0% | -6.3% |
| 30D | -26.0% | -7.4% | -18.6% | -25.1% |
| 3M | -29.9% | -32.0% | +2.1% | -25.7% |
| 6M | -37.8% | -24.6% | -13.2% | -36.3% |
| YTD | +33.1% | -47.5% | +80.6% | +41.2% |
| 1Y | +36.8% | -61.5% | +98.3% | +53.5% |
| 3Y | +356.1% | +5.5% | +350.6% | +297.9% |
| 5Y | +243.8% | +35.7% | +208.1% | +169.4% |
| 10Y | +542.4% | +379.1% | +163.3% | +282.4% |
| All | +542.4% | +423.1% | +119.3% | +282.4% |
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 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