+395.5%
AXON vs GLDM
+219.1%
+176.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.8% | -17.4% | -18.1% |
| 7D | -26.8% | +4.7% | -31.5% | -27.0% |
| 30D | -22.9% | -0.9% | -22.0% | -22.9% |
| 3M | -40.1% | -4.3% | -35.8% | -39.9% |
| 6M | -18.9% | -13.4% | -5.5% | -18.3% |
| YTD | -44.9% | -5.8% | -39.1% | -44.4% |
| 1Y | -46.7% | +2.1% | -48.7% | -46.2% |
| 3Y | +44.3% | +105.0% | -60.7% | +42.3% |
| 5Y | +71.4% | +122.5% | -51.1% | +66.9% |
| All | +395.5% | +219.1% | +176.4% | +496.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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