+214.8%
GLDM vs AVTR
+5.1%
+209.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | +4.7% | -3.6% | +8.3% | +4.8% |
| 30D | -0.9% | +0.8% | -1.6% | -0.9% |
| 3M | -4.3% | +17.4% | -21.7% | -4.7% |
| 6M | -13.4% | +83.5% | -96.9% | -14.9% |
| YTD | -5.8% | +35.0% | -40.8% | -6.9% |
| 1Y | +2.1% | +36.7% | -34.6% | +0.8% |
| 3Y | +105.0% | -15.3% | +120.3% | +104.5% |
| 5Y | +122.5% | -59.5% | +182.0% | +125.4% |
| All | +214.8% | +5.1% | +209.7% | +210.7% |
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