+382.0%
GDXJ vs AVTR
+0.6%
+381.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | -2.8% | -1.1% | -1.7% | -2.6% |
| 30D | +5.0% | +6.3% | -1.4% | +3.8% |
| 3M | +24.1% | +53.3% | -29.2% | +13.5% |
| 6M | -7.4% | +78.6% | -86.0% | -17.9% |
| YTD | +10.2% | +29.2% | -19.0% | +3.4% |
| 1Y | +42.5% | +13.8% | +28.7% | +35.1% |
| 3Y | +285.7% | -27.4% | +313.2% | +291.9% |
| 5Y | +231.9% | -65.0% | +296.9% | +292.3% |
| All | +382.0% | +0.6% | +381.4% | +315.7% |
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