+76.4%
AXON vs GLDM
+105.8%
-29.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.8% | -10.7% | -9.9% |
| 7D | -12.7% | +1.9% | -14.6% | -12.8% |
| 30D | -8.6% | -1.7% | -6.9% | -8.5% |
| 3M | -37.2% | -3.5% | -33.7% | -36.9% |
| 6M | +0.5% | -10.1% | +10.6% | +1.6% |
| YTD | -32.6% | -5.0% | -27.6% | -31.4% |
| 1Y | -40.2% | +2.8% | -43.0% | -38.9% |
| All | +76.4% | +105.8% | -29.4% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling