+161.8%
GD vs AVTR
+5.8%
+156.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.8% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +10.9% | -0.6% | +11.6% | +11.0% |
| 3M | -6.8% | +13.4% | -20.2% | -8.8% |
| 6M | +7.0% | +87.4% | -80.3% | -4.3% |
| YTD | +11.1% | +35.9% | -24.7% | +4.5% |
| 1Y | +7.0% | +35.4% | -28.4% | +0.6% |
| 3Y | +59.9% | -16.1% | +76.0% | +57.7% |
| 5Y | +102.5% | -59.4% | +161.8% | +124.6% |
| All | +161.8% | +5.8% | +156.0% | +126.7% |
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