-16.5%
AVTR vs GGLL
+166.5%
-183.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +0.5% | +7.7% | -7.2% | -0.2% |
| 30D | -1.0% | -30.2% | +29.2% | +1.6% |
| 3M | +12.2% | -31.3% | +43.5% | +15.2% |
| 6M | +97.5% | -52.1% | +149.5% | +108.8% |
| YTD | +35.6% | -25.9% | +61.5% | +36.8% |
| 1Y | +32.8% | -8.5% | +41.3% | +31.7% |
| 3Y | -16.5% | +165.5% | -182.0% | -25.1% |
| All | -16.5% | +166.5% | -183.0% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling