+283.8%
GDX vs AXON
+1,854.8%
-1,571.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.9% |
| 7D | -0.4% | -14.2% | +13.8% | +0.7% |
| 30D | +18.6% | -15.4% | +34.0% | +19.8% |
| 3M | +14.9% | +0.5% | +14.4% | +14.5% |
| 6M | -6.3% | -9.5% | +3.2% | -6.2% |
| YTD | +15.7% | -9.2% | +24.9% | +15.4% |
| 1Y | +54.8% | -29.4% | +84.2% | +56.6% |
| 3Y | +253.4% | +139.4% | +114.0% | +225.2% |
| 5Y | +219.7% | +178.9% | +40.8% | +186.1% |
| All | +283.8% | +1,854.8% | -1,571.0% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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