+2,688.9%
GWW vs AVAV
+407.8%
+2,281.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.6% | -11.9% | -1.0% |
| 7D | +5.3% | +3.2% | +2.1% | +4.5% |
| 30D | +12.4% | -7.4% | +19.8% | +13.0% |
| 3M | +13.7% | -32.0% | +45.7% | +18.7% |
| 6M | +18.0% | -24.6% | +42.6% | +19.7% |
| YTD | +44.6% | -47.5% | +92.1% | +51.3% |
| 1Y | +53.1% | -61.5% | +114.6% | +66.9% |
| 3Y | +90.2% | +5.5% | +84.8% | +70.1% |
| 5Y | +215.0% | +35.7% | +179.3% | +159.3% |
| 10Y | +658.9% | +379.1% | +279.8% | +366.6% |
| All | +2,688.9% | +407.8% | +2,281.1% | +1,406.2% |
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 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