+402.2%
AXON vs GH
+446.7%
-44.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | -22.8% | -6.9% | -15.8% | -21.5% |
| 3M | -48.8% | -4.9% | -43.8% | -48.5% |
| 6M | -16.3% | +54.1% | -70.3% | -25.0% |
| YTD | -44.5% | +48.5% | -93.0% | -50.1% |
| 1Y | -43.4% | +61.2% | -104.6% | -50.1% |
| 3Y | +44.3% | +570.3% | -526.1% | -15.4% |
| 5Y | +85.1% | +46.1% | +39.0% | +42.0% |
| All | +402.2% | +446.7% | -44.5% | +185.6% |
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