+9.1%
GDXJ vs AXON
-45.9%
+55.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -5.9% | -2.2% |
| 7D | +0.3% | -25.6% | +25.9% | +3.8% |
| 30D | -7.4% | -23.9% | +16.4% | -4.6% |
| 3M | -11.9% | -50.4% | +38.5% | -3.4% |
| 6M | -19.3% | -20.0% | +0.7% | -18.2% |
| YTD | -8.1% | -44.5% | +36.3% | -0.7% |
| 1Y | +9.1% | -44.9% | +53.9% | +18.8% |
| All | +9.1% | -45.9% | +55.0% | +18.8% |
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