-10.3%
GDX vs AXTX
-89.0%
+78.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -15.1% | +24.1% | +9.5% |
| 7D | +0.8% | -48.4% | +49.1% | +2.9% |
| 30D | -3.2% | -74.7% | +71.4% | +0.7% |
| 3M | +8.6% | -67.9% | +76.4% | +10.0% |
| 6M | -1.2% | -94.1% | +92.9% | +0.2% |
| All | -10.3% | -89.0% | +78.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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