+301.2%
GDX vs AVAV
+361.4%
-60.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.5% | -8.3% | +1.1% |
| 7D | +13.6% | -10.6% | +24.2% | +14.6% |
| 30D | +2.5% | -18.8% | +21.3% | +4.4% |
| 3M | +4.4% | -34.1% | +38.5% | +8.3% |
| 6M | -5.2% | -35.3% | +30.1% | -2.1% |
| YTD | +2.1% | -53.4% | +55.5% | +7.6% |
| 1Y | +24.7% | -65.6% | +90.3% | +34.8% |
| 3Y | +211.3% | -5.1% | +216.3% | +198.3% |
| 5Y | +186.7% | +18.5% | +168.2% | +164.7% |
| All | +301.2% | +361.4% | -60.2% | +295.9% |
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