+57.1%
GWW vs AVAV
-68.0%
+125.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -8.3% | +14.9% | +6.6% |
| 7D | +11.1% | -10.1% | +21.2% | +11.2% |
| 30D | +15.7% | -18.7% | +34.5% | +16.0% |
| 3M | +14.8% | -33.0% | +47.8% | +15.4% |
| 6M | +30.9% | -37.2% | +68.1% | +31.5% |
| YTD | +48.5% | -53.2% | +101.7% | +53.1% |
| 1Y | +57.1% | -69.0% | +126.1% | +65.8% |
| All | +57.1% | -68.0% | +125.1% | +65.8% |
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 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