+111.9%
GH vs AVTR
+1.7%
+110.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.9% |
| 7D | -0.1% | +2.7% | -2.7% | -1.3% |
| 30D | -1.1% | +12.1% | -13.1% | -5.9% |
| 3M | +21.3% | +57.2% | -35.9% | -1.9% |
| 6M | +73.5% | +73.1% | +0.5% | +34.3% |
| YTD | +58.0% | +30.6% | +27.4% | +36.9% |
| 1Y | +163.1% | +13.5% | +149.6% | +131.7% |
| 3Y | +361.0% | -31.0% | +392.1% | +388.8% |
| 5Y | +22.5% | -63.2% | +85.8% | +78.6% |
| All | +111.9% | +1.7% | +110.2% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling