+107.0%
GLDM vs AVTR
-58.9%
+165.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -4.6% | +0.5% | -5.1% | -4.6% |
| 30D | -5.5% | -1.0% | -4.4% | -5.4% |
| 3M | -10.9% | +12.2% | -23.1% | -11.2% |
| 6M | -17.3% | +97.5% | -114.8% | -18.9% |
| YTD | -10.2% | +35.6% | -45.8% | -11.4% |
| 1Y | -6.9% | +32.8% | -39.8% | -8.2% |
| 3Y | +98.7% | -16.5% | +115.1% | +98.6% |
| All | +107.0% | -58.9% | +165.9% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling