+518.8%
GEV vs AXON
-1.8%
+520.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.6% |
| 7D | -3.0% | -25.6% | +22.7% | +2.5% |
| 30D | -18.9% | -23.9% | +5.0% | -14.9% |
| 3M | -20.1% | -50.4% | +30.4% | -9.0% |
| 6M | -24.6% | -20.0% | -4.6% | -24.3% |
| YTD | +24.0% | -44.5% | +68.4% | +35.0% |
| 1Y | +40.6% | -44.9% | +85.5% | +53.8% |
| All | +518.8% | -1.8% | +520.5% | +441.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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