-25.2%
GIS vs AVTR
-64.7%
+39.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -8.4% | -2.0% | -6.4% | -8.3% |
| 30D | -5.2% | +8.1% | -13.3% | -5.7% |
| 3M | +8.2% | +54.2% | -46.0% | +5.0% |
| 6M | -12.0% | +82.6% | -94.6% | -15.7% |
| YTD | -18.9% | +29.8% | -48.7% | -20.7% |
| 1Y | -23.6% | +18.0% | -41.6% | -25.1% |
| 3Y | -37.6% | -26.4% | -11.2% | -37.8% |
| 5Y | -25.2% | -64.8% | +39.7% | -24.1% |
| All | -25.2% | -64.7% | +39.5% | -24.1% |
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 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