+24.8%
GDX vs AVTR
+37.4%
-12.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.9% |
| 7D | +0.8% | -6.2% | +7.0% | +2.2% |
| 30D | -3.2% | -1.0% | -2.2% | -3.0% |
| 3M | +8.6% | +14.4% | -5.8% | +5.6% |
| 6M | -1.2% | +95.9% | -97.1% | -14.7% |
| YTD | -1.4% | +36.6% | -37.9% | -12.7% |
| 1Y | +24.8% | +35.1% | -10.4% | +10.8% |
| All | +24.8% | +37.4% | -12.6% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling