+205.6%
GLD vs AXON
+1,027.4%
-821.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.8% |
| 7D | -5.5% | -19.7% | +14.2% | -5.4% |
| 30D | -7.0% | -25.7% | +18.7% | -6.9% |
| 3M | -12.4% | -48.8% | +36.4% | -12.0% |
| 6M | -18.0% | -22.0% | +4.0% | -17.8% |
| YTD | -10.5% | -45.9% | +35.5% | -10.3% |
| 1Y | -8.1% | -46.1% | +38.0% | -7.9% |
| 3Y | +97.7% | +40.9% | +56.8% | +97.6% |
| 5Y | +103.4% | +80.2% | +23.2% | +103.3% |
| All | +205.6% | +1,027.4% | -821.8% | +211.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling