+566.5%
GWW vs AVAV
+478.0%
+88.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.2% |
| 7D | -0.5% | -3.2% | +2.7% | -0.2% |
| 30D | -1.4% | -25.6% | +24.1% | +1.5% |
| 3M | -3.6% | -20.2% | +16.6% | -2.2% |
| 6M | +15.1% | -38.1% | +53.2% | +19.3% |
| YTD | +27.5% | -41.8% | +69.3% | +31.6% |
| 1Y | +29.6% | -39.0% | +68.7% | +31.8% |
| 3Y | +90.1% | +24.1% | +66.0% | +68.7% |
| 5Y | +222.6% | +53.0% | +169.6% | +167.7% |
| 10Y | +566.5% | +493.8% | +72.7% | +313.2% |
| All | +566.5% | +478.0% | +88.5% | +313.2% |
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