+37.1%
GFS vs AVTR
+15.8%
+21.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.2% |
| 7D | +2.6% | +7.4% | -4.8% | +3.1% |
| 30D | -16.4% | +12.2% | -28.6% | -15.8% |
| 3M | -41.6% | +57.4% | -99.0% | -40.4% |
| 6M | -3.7% | +86.7% | -90.3% | -1.5% |
| YTD | +29.3% | +33.1% | -3.8% | +30.9% |
| 1Y | +37.1% | +16.1% | +21.0% | +40.7% |
| All | +37.1% | +15.8% | +21.3% | +40.7% |
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