-37.9%
AVTR vs GGLL
+217.5%
-255.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.1% |
| 7D | +3.2% | +11.5% | -8.4% | +1.9% |
| 30D | +0.5% | -31.2% | +31.7% | +4.1% |
| 3M | +12.1% | -28.7% | +40.8% | +15.6% |
| 6M | +91.2% | -47.2% | +138.4% | +102.7% |
| YTD | +36.3% | -24.3% | +60.6% | +37.4% |
| 1Y | +35.2% | -12.0% | +47.2% | +33.7% |
| 3Y | -15.8% | +169.6% | -185.5% | -33.6% |
| All | -37.9% | +217.5% | -255.4% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling