+67.6%
GSK vs AVTR
+1.1%
+66.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.4% | -2.0% | -3.4% | -5.1% |
| 30D | -4.6% | +8.1% | -12.7% | -5.7% |
| 3M | -5.1% | +54.2% | -59.3% | -11.1% |
| 6M | -11.4% | +82.6% | -94.0% | -19.3% |
| YTD | +0.7% | +29.8% | -29.1% | -3.9% |
| 1Y | +23.0% | +18.0% | +5.0% | +17.5% |
| 3Y | +48.0% | -26.4% | +74.4% | +49.3% |
| 5Y | +48.2% | -64.8% | +113.1% | +67.1% |
| All | +67.6% | +1.1% | +66.5% | +47.6% |
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