+185.7%
GS vs AVTR
-64.3%
+250.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +0.9% | +2.7% | -1.7% | +0.4% |
| 30D | -1.6% | +12.1% | -13.6% | -4.0% |
| 3M | -4.5% | +57.2% | -61.7% | -14.5% |
| 6M | +20.9% | +73.1% | -52.2% | +5.5% |
| YTD | +19.9% | +30.6% | -10.7% | +11.0% |
| 1Y | +41.4% | +13.5% | +27.9% | +32.9% |
| 3Y | +239.2% | -31.0% | +270.2% | +252.5% |
| All | +185.7% | -64.3% | +250.0% | +232.1% |
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