+452.2%
GS vs AVTR
+5.6%
+446.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +5.9% | +0.5% | +5.4% | +5.7% |
| 30D | +4.3% | -1.0% | +5.3% | +4.6% |
| 3M | -11.7% | +12.2% | -23.9% | -14.6% |
| 6M | -3.2% | +97.5% | -100.6% | -21.1% |
| YTD | +5.8% | +35.6% | -29.8% | -4.9% |
| 1Y | +16.0% | +32.8% | -16.8% | +4.6% |
| 3Y | +199.8% | -16.5% | +216.3% | +193.8% |
| 5Y | +155.5% | -59.1% | +214.7% | +208.1% |
| All | +452.2% | +5.6% | +446.6% | +328.7% |
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 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