+2,447.2%
GWW vs AVAV
+478.6%
+1,968.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +1.4% | -2.2% | +3.6% | +1.7% |
| 30D | +3.3% | -13.9% | +17.2% | +5.1% |
| 3M | +2.9% | -29.2% | +32.2% | +6.4% |
| 6M | +15.8% | -36.1% | +51.9% | +20.4% |
| YTD | +32.0% | -40.2% | +72.2% | +36.7% |
| 1Y | +29.9% | -36.2% | +66.1% | +31.8% |
| 3Y | +91.1% | +47.5% | +43.5% | +62.7% |
| 5Y | +223.9% | +39.3% | +184.7% | +167.9% |
| 10Y | +567.0% | +482.6% | +84.5% | +300.9% |
| All | +2,447.2% | +478.6% | +1,968.6% | +1,260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling