-36.4%
GLXY vs AVAV
-23.5%
-12.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.6% | -6.4% | +1.9% |
| 7D | -0.5% | +3.2% | -3.7% | -1.4% |
| 30D | -28.6% | -7.4% | -21.2% | -26.7% |
| 3M | -28.1% | -32.0% | +3.9% | -19.2% |
| 6M | -52.0% | -24.6% | -27.4% | -49.2% |
| YTD | -35.1% | -47.5% | +12.4% | -24.9% |
| 1Y | -54.0% | -61.5% | +7.5% | -39.7% |
| All | -36.4% | -23.5% | -12.9% | -8.1% |
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