+220.7%
GLDM vs AVTR
+8.1%
+212.6%
-28.0%
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 | +5.0% | +1.9% | +3.1% | +4.9% |
| 30D | -1.3% | +1.5% | -2.8% | -1.3% |
| 3M | -4.7% | +17.1% | -21.8% | -5.1% |
| 6M | -12.4% | +91.5% | -103.8% | -14.0% |
| YTD | -4.1% | +38.8% | -42.9% | -5.3% |
| 1Y | +3.3% | +37.7% | -34.4% | +2.0% |
| 3Y | +110.9% | -13.5% | +124.4% | +110.3% |
| 5Y | +124.8% | -59.3% | +184.1% | +127.7% |
| All | +220.7% | +8.1% | +212.6% | +216.2% |
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