+228.4%
GDXJ vs AVTR
-64.7%
+293.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -6.2% | -2.0% | -4.2% | -5.9% |
| 30D | +4.6% | +8.1% | -3.4% | +3.4% |
| 3M | +31.3% | +54.2% | -22.9% | +22.1% |
| 6M | -10.7% | +82.6% | -93.3% | -19.1% |
| YTD | +9.1% | +29.8% | -20.8% | +3.2% |
| 1Y | +44.1% | +18.0% | +26.1% | +36.6% |
| 3Y | +285.4% | -26.4% | +311.8% | +292.2% |
| 5Y | +228.4% | -64.8% | +293.2% | +252.9% |
| All | +228.4% | -64.7% | +293.1% | +252.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling