-36.9%
GPN vs AVTR
+3.6%
-40.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.2% | -4.0% |
| 7D | -0.7% | +7.4% | -8.1% | -3.1% |
| 30D | +3.8% | +12.2% | -8.4% | -0.1% |
| 3M | +39.2% | +57.4% | -18.2% | +18.6% |
| 6M | +17.9% | +86.7% | -68.8% | -5.6% |
| YTD | +16.4% | +33.1% | -16.7% | +3.8% |
| 1Y | +3.6% | +16.1% | -12.5% | -4.9% |
| 3Y | -26.7% | -24.6% | -2.1% | -25.0% |
| 5Y | -44.8% | -63.5% | +18.7% | -29.5% |
| All | -36.9% | +3.6% | -40.5% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling