+139.3%
GS vs AVTR
-60.1%
+199.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.8% |
| 7D | -3.2% | -3.6% | +0.4% | -2.4% |
| 30D | -2.4% | +0.8% | -3.2% | -2.6% |
| 3M | -15.7% | +17.4% | -33.1% | -18.7% |
| 6M | -6.8% | +83.5% | -90.3% | -19.8% |
| YTD | -0.1% | +35.0% | -35.0% | -8.3% |
| 1Y | +12.1% | +36.7% | -24.6% | +2.3% |
| 3Y | +185.8% | -15.3% | +201.1% | +181.2% |
| All | +139.3% | -60.1% | +199.4% | +174.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling