-27.7%
AVTR vs GPC
+0.9%
-28.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.9% |
| 7D | +2.7% | +1.2% | +1.5% | +2.2% |
| 30D | +12.1% | +6.0% | +6.1% | +9.2% |
| 3M | +57.2% | +42.6% | +14.6% | +33.5% |
| 6M | +73.1% | +22.8% | +50.3% | +56.9% |
| YTD | +30.6% | +15.5% | +15.2% | +19.6% |
| 1Y | +13.5% | +2.0% | +11.4% | +10.3% |
| All | -27.7% | +0.9% | -28.5% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling