+54.9%
GD vs AVTR
-17.4%
+72.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +0.9% | -2.0% |
| 7D | -3.9% | -9.2% | +5.3% | -2.9% |
| 30D | +8.1% | -1.9% | +10.0% | +8.3% |
| 3M | -6.8% | +13.3% | -20.1% | -8.2% |
| 6M | +3.0% | +88.1% | -85.1% | -5.7% |
| YTD | +7.8% | +32.1% | -24.3% | +3.4% |
| 1Y | +5.8% | +30.7% | -24.9% | +1.5% |
| All | +54.9% | -17.4% | +72.2% | +55.8% |
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