+1,472.1%
AXTI vs GDXJ
+237.3%
+1,234.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | +5.1% | -2.8% | +7.9% | +6.0% |
| 30D | -17.5% | +5.0% | -22.4% | -18.8% |
| 3M | -26.7% | +24.1% | -50.8% | -30.7% |
| 6M | +36.8% | -7.4% | +44.1% | +38.6% |
| YTD | +296.1% | +10.2% | +285.9% | +279.0% |
| 1Y | +1,810.6% | +42.5% | +1,768.1% | +1,617.3% |
| 3Y | +2,587.6% | +285.7% | +2,301.8% | +1,759.4% |
| 5Y | +601.7% | +231.9% | +369.9% | +389.8% |
| All | +1,472.1% | +237.3% | +1,234.8% | +1,018.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling