+205.7%
GLW vs AVAV
+7.1%
+198.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.8% | -3.1% | -11.8% |
| 7D | -19.7% | -24.3% | +4.6% | -17.3% |
| 30D | -38.8% | -28.9% | -9.9% | -36.5% |
| 3M | -33.9% | -39.3% | +5.4% | -30.5% |
| 6M | -36.0% | -38.8% | +2.8% | -33.4% |
| YTD | +18.7% | -57.8% | +76.5% | +26.3% |
| 1Y | +19.8% | -70.9% | +90.7% | +33.1% |
| 3Y | +294.3% | -14.8% | +309.1% | +274.1% |
| 5Y | +205.7% | +7.3% | +198.4% | +193.2% |
| All | +205.7% | +7.1% | +198.6% | +193.2% |
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