-40.5%
AVTR vs GGLL
+328.7%
-369.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.2% |
| 7D | +2.7% | -4.8% | +7.5% | +3.3% |
| 30D | +12.1% | -13.7% | +25.7% | +13.9% |
| 3M | +57.2% | -21.9% | +79.1% | +60.8% |
| 6M | +73.1% | +11.7% | +61.4% | +68.3% |
| YTD | +30.6% | +2.3% | +28.4% | +28.3% |
| 1Y | +13.5% | +76.2% | -62.7% | +3.0% |
| 3Y | -31.0% | +245.0% | -276.0% | -46.6% |
| All | -40.5% | +328.7% | -369.2% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling