+182.3%
AXON vs GLDM
+143.3%
+39.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.1% |
| 7D | -14.2% | -0.5% | -13.6% | -14.1% |
| 30D | -15.4% | +4.4% | -19.8% | -15.5% |
| 3M | +0.5% | -1.1% | +1.5% | +0.7% |
| 6M | -9.5% | -13.7% | +4.2% | -9.0% |
| YTD | -9.2% | +2.8% | -12.0% | -8.5% |
| 1Y | -29.4% | +24.8% | -54.2% | -29.1% |
| 3Y | +139.4% | +127.8% | +11.6% | +132.9% |
| All | +182.3% | +143.3% | +39.0% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling