-27.4%
AVTR vs GFI
+287.6%
-315.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -1.1% | -4.9% | +3.8% | -0.8% |
| 30D | +6.3% | +10.7% | -4.4% | +5.8% |
| 3M | +53.3% | +25.6% | +27.7% | +51.5% |
| 6M | +78.6% | -8.3% | +86.9% | +78.2% |
| YTD | +29.2% | +6.3% | +22.9% | +28.0% |
| 1Y | +13.8% | +22.1% | -8.2% | +12.2% |
| 3Y | -27.4% | +289.2% | -316.6% | -34.8% |
| All | -27.4% | +287.6% | -315.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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