+100.3%
GD vs AVTR
-58.7%
+159.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +1.9% | +3.2% | -1.3% | +1.5% |
| 30D | +9.2% | +0.5% | +8.8% | +9.1% |
| 3M | -7.5% | +12.1% | -19.6% | -8.9% |
| 6M | +5.8% | +91.2% | -85.4% | -3.6% |
| YTD | +9.8% | +36.3% | -26.5% | +4.6% |
| 1Y | +5.8% | +35.2% | -29.5% | +0.7% |
| 3Y | +58.0% | -15.8% | +73.9% | +56.4% |
| All | +100.3% | -58.7% | +159.0% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling