+390.2%
GDXJ vs AVTR
+3.6%
+386.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.5% |
| 7D | +4.3% | +7.4% | -3.1% | +2.9% |
| 30D | +8.4% | +12.2% | -3.8% | +6.1% |
| 3M | +25.5% | +57.4% | -31.9% | +14.3% |
| 6M | -6.3% | +86.7% | -93.0% | -17.7% |
| YTD | +12.1% | +33.1% | -21.0% | +4.5% |
| 1Y | +51.1% | +16.1% | +34.9% | +42.6% |
| 3Y | +296.1% | -24.6% | +320.7% | +299.3% |
| 5Y | +228.1% | -63.5% | +291.6% | +284.3% |
| All | +390.2% | +3.6% | +386.6% | +320.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling