+310.1%
GDX vs AVAV
+423.1%
-113.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +12.6% | -8.2% | +3.2% |
| 7D | +15.6% | +3.2% | +12.4% | +14.9% |
| 30D | +2.4% | -7.4% | +9.8% | +2.9% |
| 3M | +1.7% | -32.0% | +33.8% | +5.2% |
| 6M | -3.3% | -24.6% | +21.2% | -1.6% |
| YTD | +6.6% | -47.5% | +54.1% | +11.0% |
| 1Y | +27.0% | -61.5% | +88.5% | +35.6% |
| 3Y | +243.4% | +5.5% | +237.9% | +225.7% |
| 5Y | +194.2% | +35.7% | +158.4% | +168.3% |
| 10Y | +310.1% | +379.1% | -68.9% | +310.7% |
| All | +310.1% | +423.1% | -113.0% | +310.7% |
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