-60.4%
AVTR vs GTLB
-49.8%
-10.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -2.0% | -4.1% | +2.0% | -1.5% |
| 30D | +8.1% | +12.3% | -4.3% | +6.0% |
| 3M | +54.2% | +65.9% | -11.7% | +42.8% |
| 6M | +82.6% | +104.0% | -21.4% | +63.1% |
| YTD | +29.8% | +26.0% | +3.8% | +23.7% |
| 1Y | +18.0% | -3.5% | +21.5% | +16.1% |
| 3Y | -26.4% | -9.6% | -16.8% | -29.7% |
| All | -60.4% | -49.8% | -10.5% | -62.3% |
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