+103.2%
GLD vs AVTR
-15.6%
+118.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.8% |
| 7D | +4.7% | -3.6% | +8.3% | +4.8% |
| 30D | -0.9% | +0.8% | -1.7% | -0.9% |
| 3M | -4.4% | +17.4% | -21.8% | -4.7% |
| 6M | -13.6% | +83.5% | -97.1% | -14.6% |
| YTD | -6.0% | +35.0% | -41.0% | -7.2% |
| 1Y | +1.8% | +36.7% | -34.9% | +0.5% |
| 3Y | +103.2% | -15.3% | +118.5% | +98.9% |
| All | +103.2% | -15.6% | +118.7% | +98.9% |
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 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