-55.6%
GLXY vs AVAV
-63.5%
+7.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | 0.0% | -1.8% |
| 7D | -16.2% | 0.0% | -16.1% | -16.1% |
| 30D | -30.6% | -9.9% | -20.7% | -28.2% |
| 3M | -27.7% | -34.7% | +7.0% | -18.2% |
| 6M | -53.3% | -26.6% | -26.7% | -50.2% |
| YTD | -36.9% | -48.9% | +12.0% | -30.9% |
| 1Y | -55.6% | -63.0% | +7.4% | -32.5% |
| All | -55.6% | -63.5% | +7.9% | -32.5% |
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