-60.3%
AVTR vs GPC
+3.6%
-63.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.8% |
| 7D | -3.6% | +1.6% | -5.2% | -4.4% |
| 30D | +0.8% | -2.1% | +2.9% | +1.4% |
| 3M | +17.4% | -6.8% | +24.2% | +20.6% |
| 6M | +83.5% | +18.6% | +64.9% | +67.3% |
| YTD | +35.0% | +2.7% | +32.3% | +29.5% |
| 1Y | +36.7% | +1.8% | +34.9% | +31.8% |
| 3Y | -15.3% | +1.1% | -16.4% | -20.4% |
| All | -60.3% | +3.6% | -63.9% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling