+24.7%
GDX vs AXON
-50.2%
+74.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -18.2% | +20.3% | +3.9% |
| 7D | +13.6% | -26.8% | +40.5% | +17.0% |
| 30D | +2.5% | -22.9% | +25.4% | +4.9% |
| 3M | +4.4% | -40.1% | +44.5% | +9.9% |
| 6M | -5.2% | -18.9% | +13.6% | -4.5% |
| YTD | +2.1% | -44.9% | +47.0% | +9.2% |
| 1Y | +24.7% | -46.7% | +71.4% | +36.1% |
| All | +24.7% | -50.2% | +74.9% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling