-16.4%
GFS vs AVTR
-58.3%
+41.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.7% |
| 7D | -7.8% | -3.6% | -4.2% | -7.0% |
| 30D | -19.7% | +0.8% | -20.4% | -19.7% |
| 3M | -23.1% | +17.4% | -40.5% | -26.0% |
| 6M | -46.4% | +83.5% | -129.9% | -54.9% |
| YTD | +11.0% | +35.0% | -24.0% | +0.7% |
| 1Y | +12.6% | +36.7% | -24.0% | +1.4% |
| 3Y | -24.9% | -15.3% | -9.6% | -26.2% |
| 5Y | -39.1% | -59.5% | +20.4% | -11.9% |
| All | -16.4% | -58.3% | +41.9% | +20.8% |
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 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