+620.7%
GEV vs AXON
+60.6%
+560.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.9% |
| 7D | +3.3% | -14.2% | +17.5% | +6.4% |
| 30D | -7.5% | -15.4% | +7.9% | -4.9% |
| 3M | -2.2% | +0.5% | -2.7% | -3.9% |
| 6M | +12.1% | -9.5% | +21.6% | +13.1% |
| YTD | +44.4% | -9.2% | +53.6% | +43.8% |
| 1Y | +57.7% | -29.4% | +87.0% | +70.0% |
| All | +620.7% | +60.6% | +560.1% | +476.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling