+296.1%
GDXJ vs AXON
+134.7%
+161.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | +4.3% | -2.5% | +6.8% | +4.6% |
| 30D | +8.4% | -11.5% | +19.9% | +9.7% |
| 3M | +25.5% | +7.3% | +18.2% | +24.1% |
| 6M | -6.3% | -11.9% | +5.6% | -5.7% |
| YTD | +12.1% | -11.0% | +23.1% | +11.9% |
| 1Y | +51.1% | -31.8% | +82.8% | +53.8% |
| 3Y | +296.1% | +135.4% | +160.7% | +229.2% |
| All | +296.1% | +134.7% | +161.4% | +229.2% |
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 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