+2.1%
AVTR vs GFI
+1,412.6%
-1,410.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -1.1% | -4.9% | +3.8% | -0.7% |
| 30D | +6.3% | +10.7% | -4.4% | +5.5% |
| 3M | +53.3% | +25.6% | +27.7% | +50.4% |
| 6M | +78.6% | -8.3% | +86.9% | +78.8% |
| YTD | +29.2% | +6.3% | +22.9% | +27.4% |
| 1Y | +13.8% | +22.1% | -8.2% | +10.7% |
| 3Y | -27.4% | +289.2% | -316.6% | -37.2% |
| 5Y | -65.0% | +531.7% | -596.7% | -71.7% |
| All | +2.1% | +1,412.6% | -1,410.5% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling