-22.8%
GIS vs AXON
+177.9%
-200.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -8.3% | -2.5% | -5.8% | -8.3% |
| 30D | +2.2% | -11.5% | +13.7% | +2.0% |
| 3M | +15.7% | +7.3% | +8.4% | +16.1% |
| 6M | -12.0% | -11.9% | 0.0% | -12.2% |
| YTD | -15.0% | -11.0% | -4.0% | -14.9% |
| 1Y | -20.1% | -31.8% | +11.6% | -20.7% |
| 3Y | -34.6% | +135.4% | -170.0% | -33.6% |
| 5Y | -22.8% | +176.9% | -199.7% | -22.7% |
| All | -22.8% | +177.9% | -200.8% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling