-17.9%
GFS vs AVTR
-15.7%
-2.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +17.2% | +3.2% | +14.0% | +16.7% |
| 30D | -8.7% | +0.5% | -9.2% | -8.7% |
| 3M | -19.7% | +12.1% | -31.8% | -20.9% |
| 6M | -40.7% | +91.2% | -131.9% | -47.0% |
| YTD | +22.5% | +36.3% | -13.8% | +15.8% |
| 1Y | +25.2% | +35.2% | -10.0% | +18.3% |
| All | -17.9% | -15.7% | -2.2% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling