+49.7%
GSK vs AVTR
-64.4%
+114.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | -3.6% | +1.6% | -5.2% | -3.8% |
| 30D | -5.9% | +8.4% | -14.3% | -6.8% |
| 3M | -4.3% | +50.2% | -54.4% | -8.9% |
| 6M | -10.8% | +82.6% | -93.4% | -17.2% |
| YTD | +1.8% | +29.8% | -28.1% | -1.9% |
| 1Y | +23.5% | +16.0% | +7.5% | +18.9% |
| 3Y | +49.5% | -26.4% | +76.0% | +51.1% |
| 5Y | +49.7% | -64.5% | +114.1% | +61.8% |
| All | +49.7% | -64.4% | +114.1% | +61.8% |
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