-58.6%
AVTR vs GTLB
-49.4%
-9.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | -1.0% | -10.2% | +9.2% | +0.5% |
| 3M | +12.2% | +10.1% | +2.1% | +10.3% |
| 6M | +97.5% | +116.5% | -19.0% | +75.5% |
| YTD | +35.6% | +27.2% | +8.4% | +28.7% |
| 1Y | +32.8% | +8.6% | +24.3% | +28.7% |
| 3Y | -16.5% | +5.6% | -22.1% | -21.8% |
| 5Y | -59.1% | -61.8% | +2.7% | -60.5% |
| All | -58.6% | -49.4% | -9.2% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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