+225.5%
GWW vs AVAV
+56.0%
+169.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.4% | +1.4% | -4.8% | -3.5% |
| 30D | -1.9% | -24.3% | +22.4% | -0.3% |
| 3M | -2.4% | -20.1% | +17.7% | -1.5% |
| 6M | +15.7% | -29.4% | +45.1% | +17.3% |
| YTD | +27.6% | -39.3% | +66.9% | +30.0% |
| 1Y | +27.2% | -39.3% | +66.5% | +28.7% |
| 3Y | +89.7% | +29.5% | +60.2% | +73.5% |
| All | +225.5% | +56.0% | +169.5% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling