+228.9%
GDX vs AXON
+179.8%
+49.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.8% |
| 7D | -0.4% | -14.2% | +13.8% | +0.9% |
| 30D | +18.6% | -15.4% | +34.0% | +20.1% |
| 3M | +14.9% | +0.5% | +14.4% | +14.4% |
| 6M | -6.3% | -9.5% | +3.2% | -6.1% |
| YTD | +15.7% | -9.2% | +24.9% | +15.4% |
| 1Y | +54.8% | -29.4% | +84.2% | +57.2% |
| 3Y | +253.4% | +139.4% | +114.0% | +211.4% |
| All | +228.9% | +179.8% | +49.0% | +159.5% |
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