-5.5%
GIS vs AVTR
+3.6%
-9.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -1.7% |
| 7D | -8.3% | +7.4% | -15.7% | -8.7% |
| 30D | +2.2% | +12.2% | -10.0% | +1.4% |
| 3M | +15.7% | +57.4% | -41.7% | +12.4% |
| 6M | -12.0% | +86.7% | -98.6% | -15.5% |
| YTD | -15.0% | +33.1% | -48.0% | -16.8% |
| 1Y | -20.1% | +16.1% | -36.3% | -21.5% |
| 3Y | -34.6% | -24.6% | -10.0% | -34.8% |
| 5Y | -22.8% | -63.5% | +40.6% | -21.0% |
| All | -5.5% | +3.6% | -9.1% | -9.4% |
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