+106.6%
GH vs AVTR
+0.6%
+106.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | -4.7% | +6.3% | -11.0% | -7.4% |
| 3M | +20.2% | +53.3% | -33.1% | -1.7% |
| 6M | +78.8% | +78.6% | +0.1% | +36.5% |
| YTD | +54.1% | +29.2% | +24.9% | +34.1% |
| 1Y | +177.1% | +13.8% | +163.2% | +143.5% |
| 3Y | +371.6% | -27.4% | +399.1% | +385.1% |
| 5Y | +21.9% | -65.0% | +86.9% | +81.4% |
| All | +106.6% | +0.6% | +106.0% | +116.1% |
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