+93.3%
GWW vs AVAV
-3.9%
+97.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.8% |
| 7D | +3.6% | +4.2% | -0.7% | +3.4% |
| 30D | +12.1% | -2.6% | +14.7% | +12.1% |
| 3M | +12.9% | -38.0% | +50.9% | +14.9% |
| 6M | +19.3% | -27.0% | +46.3% | +19.9% |
| YTD | +48.7% | -51.4% | +100.1% | +51.9% |
| 1Y | +60.5% | -60.2% | +120.7% | +65.6% |
| 3Y | +93.3% | -6.7% | +99.9% | +84.8% |
| All | +93.3% | -3.9% | +97.1% | +84.8% |
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