+158.0%
GD vs AVTR
+8.1%
+149.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.6% | +1.8% |
| 7D | -3.0% | +1.9% | -5.0% | -3.3% |
| 30D | +9.3% | +1.5% | +7.8% | +9.0% |
| 3M | -7.2% | +17.1% | -24.3% | -9.6% |
| 6M | +5.5% | +91.5% | -86.0% | -6.0% |
| YTD | +9.5% | +38.8% | -29.3% | +2.6% |
| 1Y | +6.4% | +37.7% | -31.3% | -0.2% |
| 3Y | +59.8% | -13.5% | +73.3% | +56.9% |
| 5Y | +98.0% | -59.3% | +157.3% | +119.9% |
| All | +158.0% | +8.1% | +149.9% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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