+121.1%
GLD vs AXON
+105.6%
+15.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.8% | +10.6% | +0.9% |
| 7D | +1.9% | -12.7% | +14.5% | +2.0% |
| 30D | -1.8% | -8.6% | +6.8% | -1.7% |
| 3M | -3.6% | -37.2% | +33.6% | -3.2% |
| 6M | -10.2% | +0.5% | -10.7% | -10.1% |
| YTD | -5.3% | -32.6% | +27.4% | -5.1% |
| 1Y | +2.5% | -40.2% | +42.6% | +2.6% |
| 3Y | +103.2% | +76.1% | +27.1% | +102.0% |
| 5Y | +121.1% | +109.5% | +11.6% | +116.0% |
| All | +121.1% | +105.6% | +15.5% | +116.0% |
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