+90.2%
GWW vs AVAV
+2.7%
+87.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.6% | -11.9% | +0.2% |
| 7D | +5.3% | +3.2% | +2.1% | +5.1% |
| 30D | +12.4% | -7.4% | +19.8% | +12.7% |
| 3M | +13.7% | -32.0% | +45.7% | +15.3% |
| 6M | +18.0% | -24.6% | +42.6% | +18.5% |
| YTD | +44.6% | -47.5% | +92.1% | +47.3% |
| 1Y | +53.1% | -61.5% | +114.6% | +58.6% |
| 3Y | +90.2% | +5.5% | +84.8% | +81.5% |
| All | +90.2% | +2.7% | +87.5% | +81.5% |
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 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