+157.4%
GS vs AVTR
-59.8%
+217.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.9% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +1.7% | -0.6% | +2.3% | +1.8% |
| 3M | -11.6% | +13.4% | -25.0% | -14.1% |
| 6M | -1.9% | +87.4% | -89.3% | -16.0% |
| YTD | +5.1% | +35.9% | -30.8% | -3.7% |
| 1Y | +16.4% | +35.4% | -19.0% | +6.6% |
| 3Y | +199.0% | -16.1% | +215.1% | +195.1% |
| 5Y | +157.4% | -59.4% | +216.8% | +193.0% |
| All | +157.4% | -59.8% | +217.2% | +193.0% |
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