-26.9%
GPN vs AVTR
-27.0%
0.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -4.3% | -1.1% | -3.3% | -4.0% |
| 30D | 0.0% | +6.3% | -6.3% | -1.9% |
| 3M | +35.8% | +53.3% | -17.5% | +18.4% |
| 6M | +22.0% | +78.6% | -56.6% | +0.8% |
| YTD | +15.2% | +29.2% | -14.0% | +4.5% |
| 1Y | +3.5% | +13.8% | -10.3% | -3.7% |
| 3Y | -26.9% | -27.4% | +0.5% | -25.7% |
| All | -26.9% | -27.0% | 0.0% | -25.7% |
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