-30.4%
GIS vs AXON
+71.5%
-101.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -18.2% | +15.6% | -2.7% |
| 7D | +3.6% | -26.8% | +30.4% | +3.3% |
| 30D | +13.9% | -22.9% | +36.8% | +13.7% |
| 3M | +0.3% | -40.1% | +40.4% | -0.1% |
| 6M | +5.0% | -18.9% | +23.8% | +5.5% |
| YTD | -18.4% | -44.9% | +26.5% | -18.7% |
| 1Y | -17.4% | -46.7% | +29.2% | -17.8% |
| 3Y | -36.9% | +44.3% | -81.3% | -36.4% |
| All | -30.4% | +71.5% | -101.9% | -31.2% |
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