+35.8%
GFS vs AVTR
+16.8%
+19.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.4% |
| 7D | +1.0% | +2.7% | -1.7% | +1.2% |
| 30D | -8.6% | +12.1% | -20.6% | -7.9% |
| 3M | -46.5% | +57.2% | -103.8% | -45.5% |
| 6M | -4.8% | +73.1% | -77.9% | -3.1% |
| YTD | +29.7% | +30.6% | -1.0% | +31.0% |
| 1Y | +35.8% | +13.5% | +22.3% | +39.0% |
| All | +35.8% | +16.8% | +19.1% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling