-2.7%
GFS vs AVTR
-58.9%
+56.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.7% |
| 7D | +2.6% | +7.4% | -4.8% | +0.9% |
| 30D | -16.4% | +12.2% | -28.6% | -18.7% |
| 3M | -41.6% | +57.4% | -99.0% | -48.6% |
| 6M | -3.7% | +86.7% | -90.3% | -19.6% |
| YTD | +29.3% | +33.1% | -3.8% | +17.7% |
| 1Y | +37.1% | +16.1% | +21.0% | +27.1% |
| 3Y | -22.1% | -24.6% | +2.5% | -19.9% |
| All | -2.7% | -58.9% | +56.2% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling