+7.2%
AVTR vs GPC
+59.2%
-52.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | -1.0% | -6.3% | +5.3% | +1.6% |
| 3M | +12.2% | -8.2% | +20.4% | +16.0% |
| 6M | +97.5% | +27.1% | +70.4% | +75.3% |
| YTD | +35.6% | +3.1% | +32.5% | +30.6% |
| 1Y | +32.8% | +0.1% | +32.8% | +29.8% |
| 3Y | -16.5% | +0.2% | -16.7% | -20.1% |
| 5Y | -59.1% | +4.9% | -64.0% | -62.2% |
| All | +7.2% | +59.2% | -52.0% | -18.0% |
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