+534.9%
GEV vs AXON
-5.6%
+540.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.3% | +7.7% |
| 7D | -3.8% | -28.7% | +24.9% | +2.3% |
| 30D | -17.4% | -28.3% | +10.9% | -12.3% |
| 3M | -16.2% | -46.9% | +30.7% | -6.1% |
| 6M | -20.2% | -24.9% | +4.7% | -18.8% |
| YTD | +27.2% | -46.6% | +73.8% | +39.6% |
| 1Y | +44.6% | -49.7% | +94.2% | +62.1% |
| All | +534.9% | -5.6% | +540.5% | +460.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling