+185.4%
GDX vs AXON
+71.5%
+113.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -18.2% | +20.3% | +3.7% |
| 7D | +13.6% | -26.8% | +40.5% | +16.5% |
| 30D | +2.5% | -22.9% | +25.4% | +4.6% |
| 3M | +4.4% | -40.1% | +44.5% | +8.8% |
| 6M | -5.2% | -18.9% | +13.6% | -4.4% |
| YTD | +2.1% | -44.9% | +47.0% | +6.1% |
| 1Y | +24.7% | -46.7% | +71.4% | +29.8% |
| 3Y | +211.3% | +44.3% | +166.9% | +184.1% |
| All | +185.4% | +71.5% | +113.9% | +135.3% |
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