+157.7%
GDX vs AVAV
+308.3%
-150.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.8% | +11.2% | +2.5% |
| 7D | +5.4% | -24.3% | +29.8% | +8.7% |
| 30D | -2.8% | -28.9% | +26.1% | +0.9% |
| 3M | +2.5% | -39.3% | +41.7% | +8.1% |
| 6M | -0.1% | -38.8% | +38.7% | +4.5% |
| YTD | 0.0% | -57.8% | +57.8% | +7.6% |
| 1Y | +22.2% | -70.9% | +93.1% | +36.9% |
| 3Y | +201.4% | -14.8% | +216.2% | +188.4% |
| 5Y | +180.6% | +7.3% | +173.3% | +154.3% |
| 10Y | +277.2% | +325.3% | -48.2% | +167.8% |
| All | +157.7% | +308.3% | -150.6% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling