-38.5%
AVTR vs GGLL
+188.6%
-227.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | -3.6% | +3.1% | -6.7% | -4.0% |
| 30D | +0.8% | -36.3% | +37.1% | +5.4% |
| 3M | +17.4% | -40.4% | +57.7% | +23.5% |
| 6M | +83.5% | -54.6% | +138.1% | +98.1% |
| YTD | +35.0% | -31.1% | +66.1% | +37.6% |
| 1Y | +36.7% | -19.2% | +55.8% | +36.3% |
| 3Y | -15.3% | +151.5% | -166.9% | -32.9% |
| All | -38.5% | +188.6% | -227.2% | -53.6% |
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