+488.8%
GS vs AXON
+1,616.3%
-1,127.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.8% | +3.4% | -4.4% |
| 7D | -6.3% | -12.7% | +6.3% | -3.8% |
| 30D | -3.1% | -8.6% | +5.5% | -1.5% |
| 3M | -17.7% | -37.2% | +19.6% | -10.6% |
| 6M | -4.6% | +0.5% | -5.1% | -6.8% |
| YTD | +0.3% | -32.6% | +32.9% | +4.9% |
| 1Y | +11.7% | -40.2% | +51.9% | +19.6% |
| 3Y | +183.6% | +76.1% | +107.5% | +132.2% |
| 5Y | +141.0% | +109.5% | +31.5% | +82.6% |
| All | +488.8% | +1,616.3% | -1,127.5% | +178.2% |
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 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