+381.7%
AXON vs GH
+459.8%
-78.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | -27.4% | -11.2% | -16.1% | -25.4% |
| 30D | -28.5% | -7.2% | -21.2% | -27.2% |
| 3M | -49.3% | -7.1% | -42.2% | -48.8% |
| 6M | -25.0% | +62.3% | -87.4% | -33.6% |
| YTD | -46.7% | +52.1% | -98.8% | -52.4% |
| 1Y | -48.3% | +58.6% | -106.9% | -54.3% |
| 3Y | +38.8% | +619.9% | -581.1% | -20.0% |
| 5Y | +77.7% | +49.7% | +28.0% | +35.6% |
| All | +381.7% | +459.8% | -78.1% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling