+326.3%
GDX vs AVAV
+315.4%
+10.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | -6.8% | +4.2% | -11.0% | -7.2% |
| 30D | -2.1% | -2.6% | +0.4% | -2.1% |
| 3M | -7.5% | -38.0% | +30.5% | -3.4% |
| 6M | -15.2% | -27.0% | +11.8% | -13.3% |
| YTD | -4.8% | -51.4% | +46.6% | -0.1% |
| 1Y | +6.7% | -60.2% | +67.0% | +13.9% |
| 3Y | +212.7% | -6.7% | +219.4% | +199.8% |
| 5Y | +151.7% | +28.3% | +123.3% | +130.4% |
| All | +326.3% | +315.4% | +10.9% | +299.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling