+319.2%
GDX vs AVAV
+358.8%
-39.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -5.2% |
| 7D | +11.5% | 0.0% | +11.5% | +11.2% |
| 30D | -3.1% | -9.9% | +6.8% | -2.4% |
| 3M | -4.4% | -34.7% | +30.3% | -0.7% |
| 6M | -8.6% | -26.6% | +18.1% | -6.7% |
| YTD | +0.8% | -48.9% | +49.8% | +5.3% |
| 1Y | +14.7% | -63.0% | +77.7% | +23.0% |
| 3Y | +228.8% | +1.6% | +227.2% | +212.9% |
| 5Y | +173.4% | +34.5% | +138.9% | +149.6% |
| 10Y | +319.2% | +359.3% | -40.0% | +312.0% |
| All | +319.2% | +358.8% | -39.5% | +312.0% |
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