-27.1%
AVTR vs GTLB
-12.2%
-14.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | +1.6% | -6.6% | +8.1% | +2.7% |
| 30D | +8.4% | +13.7% | -5.4% | +5.8% |
| 3M | +50.2% | +52.9% | -2.8% | +39.4% |
| 6M | +82.6% | +88.5% | -5.9% | +62.7% |
| YTD | +29.8% | +23.4% | +6.4% | +23.1% |
| 1Y | +16.0% | -3.8% | +19.8% | +13.4% |
| All | -27.1% | -12.2% | -14.9% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling