+402.1%
GDX vs AVTR
+1.1%
+401.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.4% | -2.0% | -3.3% | -5.1% |
| 30D | +6.6% | +8.1% | -1.5% | +5.3% |
| 3M | +30.1% | +54.2% | -24.1% | +21.2% |
| 6M | -7.1% | +82.6% | -89.7% | -15.8% |
| YTD | +12.0% | +29.8% | -17.9% | +6.3% |
| 1Y | +41.2% | +18.0% | +23.2% | +34.5% |
| 3Y | +251.0% | -26.4% | +277.4% | +254.5% |
| 5Y | +226.7% | -64.8% | +291.6% | +269.1% |
| All | +402.1% | +1.1% | +401.0% | +340.5% |
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