-12.3%
GFS vs AVTR
-57.1%
+44.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.0% | +4.2% |
| 7D | -3.1% | +1.9% | -5.1% | -3.5% |
| 30D | -16.0% | +1.5% | -17.6% | -16.2% |
| 3M | -24.7% | +17.1% | -41.8% | -27.5% |
| 6M | -45.1% | +91.5% | -136.6% | -54.3% |
| YTD | +16.5% | +38.8% | -22.4% | +4.9% |
| 1Y | +19.3% | +37.7% | -18.4% | +7.5% |
| 3Y | -20.0% | -13.5% | -6.5% | -21.6% |
| 5Y | -32.0% | -59.3% | +27.3% | -2.2% |
| All | -12.3% | -57.1% | +44.8% | +25.8% |
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