-60.4%
AVTR vs GTLB
-50.8%
-9.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.2% |
| 7D | +1.6% | -6.6% | +8.1% | +2.5% |
| 30D | +8.4% | +13.7% | -5.4% | +6.2% |
| 3M | +50.2% | +52.9% | -2.8% | +40.7% |
| 6M | +82.6% | +88.5% | -5.9% | +64.9% |
| YTD | +29.8% | +23.4% | +6.4% | +24.0% |
| 1Y | +16.0% | -3.8% | +19.8% | +14.2% |
| 3Y | -26.4% | -11.5% | -14.9% | -29.5% |
| All | -60.4% | -50.8% | -9.5% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling