+226.4%
GDX vs AVTR
-15.2%
+241.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.9% |
| 3M | -5.4% | +14.2% | -19.7% | -6.7% |
| 6M | -12.7% | +97.4% | -110.1% | -18.4% |
| YTD | -0.7% | +37.3% | -37.9% | -5.3% |
| 1Y | +11.9% | +36.8% | -24.9% | +6.7% |
| All | +226.4% | -15.2% | +241.6% | +196.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling