+103.2%
GLD vs AXON
+42.7%
+60.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -18.2% | +17.4% | -0.5% |
| 7D | +4.7% | -26.8% | +31.5% | +5.2% |
| 30D | -0.9% | -22.9% | +22.0% | -0.5% |
| 3M | -4.4% | -40.1% | +35.7% | -3.6% |
| 6M | -13.6% | -18.9% | +5.3% | -13.1% |
| YTD | -6.0% | -44.9% | +38.9% | -5.5% |
| 1Y | +1.8% | -46.7% | +48.5% | +2.2% |
| 3Y | +103.2% | +44.3% | +58.8% | +103.3% |
| All | +103.2% | +42.7% | +60.5% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling