+96.9%
GLD vs AVTR
-16.2%
+113.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -4.6% | +0.5% | -5.0% | -4.6% |
| 30D | -5.5% | -1.0% | -4.4% | -5.4% |
| 3M | -10.9% | +12.2% | -23.1% | -11.2% |
| 6M | -17.4% | +97.5% | -114.9% | -18.5% |
| YTD | -10.3% | +35.6% | -45.9% | -11.5% |
| 1Y | -7.2% | +32.8% | -40.0% | -8.3% |
| 3Y | +96.9% | -16.5% | +113.4% | +93.8% |
| All | +96.9% | -16.2% | +113.1% | +93.8% |
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