-20.5%
GIS vs AXON
-31.1%
+10.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.5% |
| 7D | -8.3% | -2.5% | -5.8% | -8.2% |
| 30D | +2.2% | -11.5% | +13.7% | +2.5% |
| 3M | +15.7% | +7.3% | +8.4% | +15.9% |
| 6M | -12.0% | -11.9% | 0.0% | -13.2% |
| YTD | -15.0% | -11.0% | -4.0% | -15.1% |
| All | -20.5% | -31.1% | +10.7% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling