-37.7%
GPN vs AVTR
+0.6%
-38.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | -0.3% | +6.3% | -6.6% | -2.4% |
| 3M | +35.4% | +53.3% | -17.9% | +16.4% |
| 6M | +21.7% | +78.6% | -57.0% | -1.2% |
| YTD | +14.9% | +29.2% | -14.3% | +3.4% |
| 1Y | +3.2% | +13.8% | -10.6% | -4.7% |
| 3Y | -27.1% | -27.4% | +0.3% | -24.5% |
| 5Y | -44.4% | -65.0% | +20.6% | -27.9% |
| All | -37.7% | +0.6% | -38.3% | -46.4% |
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