+228.8%
GDX vs AVAV
+1.7%
+227.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -5.1% |
| 7D | +11.5% | 0.0% | +11.5% | +11.1% |
| 30D | -3.1% | -9.9% | +6.8% | -2.2% |
| 3M | -4.4% | -34.7% | +30.3% | 0.0% |
| 6M | -8.6% | -26.6% | +18.1% | -6.2% |
| YTD | +0.8% | -48.9% | +49.8% | +5.7% |
| 1Y | +14.7% | -63.0% | +77.7% | +23.7% |
| 3Y | +228.8% | +1.6% | +227.2% | +199.0% |
| All | +228.8% | +1.7% | +227.1% | +199.0% |
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 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