-10.1%
GIS vs AVTR
+0.6%
-10.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -6.4% | -1.1% | -5.3% | -6.3% |
| 30D | -6.1% | +6.3% | -12.4% | -6.5% |
| 3M | +7.8% | +53.3% | -45.5% | +4.9% |
| 6M | -8.8% | +78.6% | -87.4% | -12.2% |
| YTD | -19.1% | +29.2% | -48.4% | -20.7% |
| 1Y | -24.8% | +13.8% | -38.6% | -25.9% |
| 3Y | -37.6% | -27.4% | -10.1% | -37.6% |
| 5Y | -25.4% | -65.0% | +39.6% | -23.4% |
| All | -10.1% | +0.6% | -10.7% | -13.6% |
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