+152.3%
GDX vs AXON
+81.2%
+71.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.3% | -3.7% |
| 7D | -4.6% | -19.7% | +15.2% | -2.9% |
| 30D | -6.2% | -25.7% | +19.5% | -4.0% |
| 3M | -10.0% | -48.8% | +38.8% | -4.8% |
| 6M | -15.8% | -22.0% | +6.2% | -14.6% |
| YTD | -4.6% | -45.9% | +41.3% | -0.7% |
| 1Y | +4.0% | -46.1% | +50.1% | +8.2% |
| 3Y | +211.1% | +40.9% | +170.2% | +184.1% |
| 5Y | +152.3% | +80.2% | +72.1% | +108.9% |
| All | +152.3% | +81.2% | +71.1% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling