-35.4%
GIS vs AVTR
-26.6%
-8.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | -8.6% | +1.6% | -10.2% | -8.8% |
| 30D | -0.5% | +8.4% | -8.8% | -1.3% |
| 3M | +11.9% | +50.2% | -38.3% | +7.4% |
| 6M | -11.6% | +82.6% | -94.2% | -17.0% |
| YTD | -16.3% | +29.8% | -46.2% | -18.9% |
| 1Y | -21.8% | +16.0% | -37.7% | -23.8% |
| All | -35.4% | -26.6% | -8.8% | -36.1% |
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 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