+0.5%
GDXJ vs AXON
-46.2%
+46.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.0% | -4.4% |
| 7D | -4.9% | -19.7% | +14.8% | -2.6% |
| 30D | -10.0% | -25.7% | +15.8% | -6.9% |
| 3M | -16.6% | -48.8% | +32.2% | -9.0% |
| 6M | -23.3% | -22.0% | -1.3% | -22.1% |
| YTD | -12.4% | -45.9% | +33.5% | -5.1% |
| 1Y | +0.5% | -46.1% | +46.5% | +9.3% |
| All | +0.5% | -46.2% | +46.6% | +9.3% |
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 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