+266.7%
GIS vs AXON
+59,416.1%
-59,149.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +1.5% | -27.4% | +28.9% | +2.5% |
| 30D | +9.2% | -28.5% | +37.6% | +10.3% |
| 3M | -5.4% | -49.3% | +43.9% | -3.5% |
| 6M | +3.4% | -25.0% | +28.5% | +4.1% |
| YTD | -20.5% | -46.7% | +26.3% | -19.3% |
| 1Y | -20.0% | -48.3% | +28.3% | -18.8% |
| 3Y | -38.6% | +38.8% | -77.4% | -40.3% |
| 5Y | -33.1% | +77.7% | -110.8% | -36.0% |
| 10Y | -16.4% | +1,028.0% | -1,044.4% | -27.2% |
| All | +266.7% | +59,416.1% | -59,149.4% | +178.6% |
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