How can you be PROUD of being gay?

I never understood the whole "proud" thing. How can you be proud of something that you didn't accomplish? You can rightfully be proud of a math exam score or the painting of a work of art but proud of something that you have no control over? Similarly: White pride, black pride, proud Italian/American, proud Irish/American.... etc... etc... Those term don't make sense. I can understand not being ashamed of being gay, but proud?