+9.7%
AVTR vs GPC
+62.2%
-52.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +1.8% |
| 7D | +1.9% | +0.8% | +1.1% | +1.6% |
| 30D | +1.5% | -1.1% | +2.6% | +1.7% |
| 3M | +17.1% | -6.6% | +23.7% | +20.1% |
| 6M | +91.5% | +22.2% | +69.2% | +73.1% |
| YTD | +38.8% | +5.1% | +33.8% | +32.6% |
| 1Y | +37.7% | +2.8% | +34.9% | +33.0% |
| 3Y | -13.5% | +2.4% | -15.8% | -18.0% |
| 5Y | -59.3% | +7.8% | -67.1% | -62.8% |
| All | +9.7% | +62.2% | -52.5% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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