-40.1%
GLXY vs AVAV
-32.0%
-8.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.5% | -5.2% | +1.6% |
| 7D | -14.6% | -10.6% | -4.0% | -11.0% |
| 30D | -36.2% | -18.8% | -17.4% | -31.4% |
| 3M | -30.1% | -34.1% | +4.0% | -20.4% |
| 6M | -56.1% | -35.3% | -20.8% | -50.9% |
| YTD | -38.9% | -53.4% | +14.5% | -26.3% |
| 1Y | -55.0% | -65.6% | +10.6% | -38.6% |
| All | -40.1% | -32.0% | -8.0% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling