+129.7%
GLDM vs AVTR
-31.1%
+160.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.9% |
| 7D | -0.5% | +2.7% | -3.2% | -0.6% |
| 30D | +4.4% | +12.1% | -7.6% | +4.2% |
| 3M | -1.1% | +57.2% | -58.3% | -1.9% |
| 6M | -13.7% | +73.1% | -86.7% | -14.5% |
| YTD | +2.8% | +30.6% | -27.9% | +1.7% |
| 1Y | +24.8% | +13.5% | +11.4% | +23.6% |
| All | +129.7% | -31.1% | +160.8% | +131.0% |
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