-33.4%
GLXY vs AVAV
-27.2%
-6.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.1% | -3.9% |
| 7D | +16.9% | +18.4% | -1.4% | +10.3% |
| 30D | -23.0% | -4.9% | -18.0% | -21.4% |
| 3M | -28.0% | -37.7% | +9.7% | -16.7% |
| 6M | -51.6% | -28.4% | -23.2% | -47.8% |
| YTD | -32.1% | -50.0% | +17.9% | -20.0% |
| 1Y | -51.5% | -62.6% | +11.2% | -35.6% |
| All | -33.4% | -27.2% | -6.3% | -2.2% |
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 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