+70.8%
GD vs AVTR
-31.1%
+101.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.6% |
| 7D | -5.3% | +2.7% | -7.9% | -5.5% |
| 30D | -6.4% | +12.1% | -18.5% | -7.7% |
| 3M | +5.7% | +57.2% | -51.5% | -0.5% |
| 6M | -0.9% | +73.1% | -74.0% | -8.2% |
| YTD | +8.2% | +30.6% | -22.5% | +4.0% |
| 1Y | +13.4% | +13.5% | -0.1% | +10.0% |
| All | +70.8% | -31.1% | +101.9% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling