+139.3%
GS vs AXON
+71.5%
+67.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -18.2% | +17.8% | +3.0% |
| 7D | -3.2% | -26.8% | +23.6% | +2.2% |
| 30D | -2.4% | -22.9% | +20.5% | +2.0% |
| 3M | -15.7% | -40.1% | +24.4% | -8.4% |
| 6M | -6.8% | -18.9% | +12.1% | -5.7% |
| YTD | -0.1% | -44.9% | +44.8% | +8.0% |
| 1Y | +12.1% | -46.7% | +58.8% | +21.9% |
| 3Y | +185.8% | +44.3% | +141.4% | +138.3% |
| All | +139.3% | +71.5% | +67.8% | +69.9% |
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