+214.6%
GLD vs AVTR
+8.1%
+206.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.8% |
| 7D | +4.9% | +1.9% | +3.0% | +4.9% |
| 30D | -1.3% | +1.5% | -2.8% | -1.4% |
| 3M | -4.8% | +17.1% | -21.8% | -5.2% |
| 6M | -12.5% | +91.5% | -104.0% | -14.2% |
| YTD | -4.2% | +38.8% | -43.1% | -5.5% |
| 1Y | +3.0% | +37.7% | -34.7% | +1.7% |
| 3Y | +109.1% | -13.5% | +122.6% | +108.5% |
| 5Y | +121.6% | -59.3% | +180.9% | +124.6% |
| All | +214.6% | +8.1% | +206.5% | +209.9% |
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