+24.8%
GDX vs AVAV
-68.0%
+92.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -8.3% | +17.3% | +10.1% |
| 7D | +0.8% | -10.1% | +10.9% | +2.0% |
| 30D | -3.2% | -18.7% | +15.5% | -0.6% |
| 3M | +8.6% | -33.0% | +41.6% | +14.2% |
| 6M | -1.2% | -37.2% | +35.9% | +4.4% |
| YTD | -1.4% | -53.2% | +51.8% | +3.4% |
| 1Y | +24.8% | -69.0% | +93.8% | +43.8% |
| All | +24.8% | -68.0% | +92.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling