+221.8%
GWW vs AVTR
-64.7%
+286.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.1% | -2.0% | -1.1% | -2.8% |
| 30D | -2.3% | +8.1% | -10.4% | -3.7% |
| 3M | -3.3% | +54.2% | -57.5% | -10.9% |
| 6M | +15.4% | +82.6% | -67.2% | +2.8% |
| YTD | +26.7% | +29.8% | -3.1% | +19.6% |
| 1Y | +29.0% | +18.0% | +11.0% | +22.1% |
| 3Y | +89.0% | -26.4% | +115.4% | +91.4% |
| 5Y | +221.8% | -64.8% | +286.6% | +260.4% |
| All | +221.8% | -64.7% | +286.5% | +260.4% |
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