+389.0%
AXON vs GH
+458.1%
-69.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -19.7% | +0.9% | -20.7% | -19.9% |
| 30D | -25.7% | -4.5% | -21.2% | -24.9% |
| 3M | -48.8% | -6.2% | -42.6% | -48.4% |
| 6M | -22.0% | +55.0% | -76.9% | -30.1% |
| YTD | -45.9% | +51.6% | -97.5% | -51.6% |
| 1Y | -46.1% | +58.3% | -104.4% | -52.3% |
| 3Y | +40.9% | +617.6% | -576.7% | -18.7% |
| 5Y | +80.2% | +49.2% | +31.0% | +37.7% |
| All | +389.0% | +458.1% | -69.1% | +176.9% |
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