-55.2%
GLXY vs AVAV
-68.0%
+12.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -8.3% | -8.7% | -14.2% |
| 7D | -26.8% | -10.1% | -16.7% | -23.8% |
| 30D | -38.3% | -18.7% | -19.6% | -33.8% |
| 3M | -36.9% | -33.0% | -3.9% | -28.8% |
| 6M | -52.1% | -37.2% | -14.9% | -46.0% |
| YTD | -37.5% | -53.2% | +15.7% | -28.7% |
| 1Y | -55.2% | -69.0% | +13.8% | -21.0% |
| All | -55.2% | -68.0% | +12.9% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling