+233.4%
GLW vs AVAV
+32.4%
+201.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -3.0% |
| 7D | -11.1% | 0.0% | -11.1% | -11.1% |
| 30D | -28.4% | -9.9% | -18.5% | -27.7% |
| 3M | -28.8% | -34.7% | +5.9% | -25.9% |
| 6M | -39.8% | -26.6% | -13.2% | -38.7% |
| YTD | +28.7% | -48.9% | +77.7% | +33.9% |
| 1Y | +27.7% | -63.0% | +90.7% | +38.1% |
| 3Y | +331.3% | +1.6% | +329.8% | +301.2% |
| 5Y | +233.4% | +34.5% | +199.0% | +192.7% |
| All | +233.4% | +32.4% | +201.0% | +192.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling