+199.9%
GLDM vs AVTR
+6.1%
+193.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -5.5% | +3.2% | -8.7% | -5.6% |
| 30D | -7.0% | +0.5% | -7.4% | -7.0% |
| 3M | -12.3% | +12.1% | -24.4% | -12.6% |
| 6M | -17.9% | +91.2% | -109.1% | -19.4% |
| YTD | -10.3% | +36.3% | -46.6% | -11.4% |
| 1Y | -7.8% | +35.2% | -43.0% | -8.9% |
| 3Y | +99.5% | -15.8% | +115.3% | +99.1% |
| 5Y | +106.5% | -58.9% | +165.4% | +109.1% |
| All | +199.9% | +6.1% | +193.8% | +195.9% |
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