-34.7%
GFS vs AVTR
-60.1%
+25.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.1% |
| 6M | -46.4% | +83.5% | -129.9% | -55.0% |
| YTD | +11.0% | +35.0% | -24.0% | +0.5% |
| 1Y | +12.6% | +36.7% | -24.0% | +1.2% |
| 3Y | -24.9% | -15.3% | -9.6% | -26.4% |
| All | -34.7% | -60.1% | +25.4% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling