+211.3%
GDX vs AVAV
-5.8%
+217.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.5% | -8.3% | +1.0% |
| 7D | +13.6% | -10.6% | +24.2% | +14.8% |
| 30D | +2.5% | -18.8% | +21.3% | +4.7% |
| 3M | +4.4% | -34.1% | +38.5% | +9.0% |
| 6M | -5.2% | -35.3% | +30.1% | -1.4% |
| YTD | +2.1% | -53.4% | +55.5% | +8.1% |
| 1Y | +24.7% | -65.6% | +90.3% | +35.6% |
| 3Y | +211.3% | -5.1% | +216.3% | +186.7% |
| All | +211.3% | -5.8% | +217.1% | +186.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling