+242.0%
GDXJ vs AXON
+40.0%
+202.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -6.0% |
| 7D | +11.8% | -27.4% | +39.2% | +15.0% |
| 30D | -7.1% | -28.5% | +21.4% | -4.3% |
| 3M | -10.5% | -49.3% | +38.8% | -4.7% |
| 6M | -15.5% | -25.0% | +9.5% | -13.8% |
| YTD | -6.6% | -46.7% | +40.2% | -2.3% |
| 1Y | +11.3% | -48.3% | +59.6% | +16.7% |
| 3Y | +242.0% | +38.8% | +203.1% | +197.4% |
| All | +242.0% | +40.0% | +202.0% | +197.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling