+10.3%
GLXY vs AVTR
+15.7%
-5.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.4% | -4.6% | -6.3% |
| 7D | +4.5% | +1.6% | +3.0% | +4.2% |
| 30D | +28.8% | +8.4% | +20.5% | +26.4% |
| 3M | -23.0% | +50.2% | -73.2% | -33.7% |
| 6M | +17.0% | +82.6% | -65.6% | -6.1% |
| YTD | +12.5% | +29.8% | -17.4% | +0.3% |
| 1Y | -5.4% | +16.0% | -21.4% | -14.6% |
| All | +10.3% | +15.7% | -5.4% | -0.4% |
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