+54.5%
GDXJ vs AXON
-33.3%
+87.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.7% |
| 7D | +0.9% | -3.3% | +4.3% | +1.4% |
| 30D | +8.8% | -17.8% | +26.6% | +11.2% |
| 3M | +29.8% | +8.3% | +21.6% | +28.5% |
| 6M | -5.8% | -12.4% | +6.5% | -4.0% |
| YTD | +13.6% | -13.7% | +27.3% | +13.8% |
| 1Y | +54.5% | -33.1% | +87.5% | +53.2% |
| All | +54.5% | -33.3% | +87.7% | +53.2% |
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