+163.2%
GDX vs AVAV
+35.3%
+127.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +0.7% | +9.9% | -9.1% | -0.5% |
| 30D | -3.8% | -5.4% | +1.7% | -3.4% |
| 3M | -5.4% | -36.5% | +31.1% | -0.7% |
| 6M | -12.7% | -25.3% | +12.6% | -10.7% |
| YTD | -0.7% | -48.6% | +47.9% | +4.3% |
| 1Y | +11.9% | -62.1% | +74.0% | +21.2% |
| 3Y | +223.9% | +2.3% | +221.6% | +199.6% |
| 5Y | +163.2% | +35.4% | +127.8% | +127.1% |
| All | +163.2% | +35.3% | +127.9% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling