+97.2%
GD vs AVTR
-64.3%
+161.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.6% |
| 7D | -5.3% | +2.7% | -7.9% | -5.6% |
| 30D | -6.4% | +12.1% | -18.5% | -7.8% |
| 3M | +5.7% | +57.2% | -51.5% | -0.7% |
| 6M | -0.9% | +73.1% | -74.0% | -8.4% |
| YTD | +8.2% | +30.6% | -22.5% | +3.7% |
| 1Y | +13.4% | +13.5% | -0.1% | +9.8% |
| 3Y | +68.5% | -31.0% | +99.5% | +71.2% |
| All | +97.2% | -64.3% | +161.5% | +110.1% |
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