+152.3%
GD vs AVTR
+5.1%
+147.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | -5.0% | -3.6% | -1.4% | -4.4% |
| 30D | +8.9% | +0.8% | +8.1% | +8.7% |
| 3M | -8.0% | +17.4% | -25.4% | -10.5% |
| 6M | +2.9% | +83.5% | -80.6% | -7.7% |
| YTD | +7.1% | +35.0% | -27.9% | +0.8% |
| 1Y | +5.9% | +36.7% | -30.7% | -0.6% |
| 3Y | +53.9% | -15.3% | +69.2% | +51.5% |
| 5Y | +95.4% | -59.5% | +154.9% | +116.9% |
| All | +152.3% | +5.1% | +147.2% | +118.7% |
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