+260.9%
GDX vs AVAV
+48.2%
+212.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -0.4% | -2.2% | +1.8% | -0.1% |
| 30D | +18.6% | -13.9% | +32.5% | +20.6% |
| 3M | +14.9% | -29.2% | +44.1% | +18.8% |
| 6M | -6.3% | -36.1% | +29.9% | -2.6% |
| YTD | +15.7% | -40.2% | +55.9% | +19.5% |
| 1Y | +54.8% | -36.2% | +91.1% | +58.1% |
| All | +260.9% | +48.2% | +212.6% | +223.3% |
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