+11.9%
GDX vs AXON
-45.9%
+57.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.7% | -1.9% |
| 7D | +0.7% | -25.6% | +26.4% | +3.6% |
| 30D | -3.8% | -23.9% | +20.1% | -1.3% |
| 3M | -5.4% | -50.4% | +45.0% | +1.8% |
| 6M | -12.7% | -20.0% | +7.3% | -11.6% |
| YTD | -0.7% | -44.5% | +43.8% | +6.0% |
| 1Y | +11.9% | -44.9% | +56.8% | +20.1% |
| All | +11.9% | -45.9% | +57.8% | +20.1% |
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