+345.6%
GDX vs AVTR
+6.9%
+338.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | -3.8% | +1.5% | -5.3% | -4.0% |
| 3M | -5.4% | +14.2% | -19.7% | -7.4% |
| 6M | -12.7% | +97.4% | -110.1% | -21.7% |
| YTD | -0.7% | +37.3% | -37.9% | -6.5% |
| 1Y | +11.9% | +36.8% | -24.9% | +5.2% |
| 3Y | +223.9% | -15.2% | +239.1% | +219.4% |
| 5Y | +163.2% | -59.2% | +222.4% | +190.4% |
| All | +345.6% | +6.9% | +338.7% | +287.2% |
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