-36.8%
AVTR vs GGLL
+195.8%
-232.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.4% | +2.6% |
| 7D | +1.9% | +6.3% | -4.4% | +1.2% |
| 30D | +1.5% | -35.1% | +36.6% | +6.0% |
| 3M | +17.1% | -37.7% | +54.7% | +22.5% |
| 6M | +91.5% | -54.1% | +145.6% | +106.5% |
| YTD | +38.8% | -29.4% | +68.3% | +41.1% |
| 1Y | +37.7% | -13.4% | +51.1% | +36.3% |
| 3Y | -13.5% | +158.3% | -171.8% | -31.6% |
| All | -36.8% | +195.8% | -232.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling