+419.0%
GDX vs AVTR
+1.7%
+417.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -2.0% |
| 7D | -0.4% | +2.7% | -3.1% | -0.8% |
| 30D | +18.6% | +12.1% | +6.6% | +16.7% |
| 3M | +14.9% | +57.2% | -42.4% | +6.8% |
| 6M | -6.3% | +73.1% | -79.3% | -14.3% |
| YTD | +15.7% | +30.6% | -14.9% | +9.8% |
| 1Y | +54.8% | +13.5% | +41.3% | +48.5% |
| 3Y | +253.4% | -31.0% | +284.5% | +261.5% |
| 5Y | +219.7% | -63.2% | +282.9% | +258.0% |
| All | +419.0% | +1.7% | +417.3% | +354.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling