+446.0%
GS vs AVTR
+8.1%
+437.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.8% | +3.9% |
| 7D | +0.8% | +1.9% | -1.1% | +0.4% |
| 30D | +1.2% | +1.5% | -0.3% | +0.8% |
| 3M | -12.4% | +17.1% | -29.5% | -16.3% |
| 6M | -2.3% | +91.5% | -93.8% | -19.7% |
| YTD | +4.6% | +38.8% | -34.2% | -6.6% |
| 1Y | +17.5% | +37.7% | -20.2% | +4.9% |
| 3Y | +202.0% | -13.5% | +215.5% | +193.0% |
| 5Y | +152.4% | -59.3% | +211.7% | +205.3% |
| All | +446.0% | +8.1% | +437.9% | +321.2% |
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 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