+1,425.5%
GS vs AXON
+83,345.3%
-81,919.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.7% | +3.2% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +3.9% | +3.0% | +0.9% | +3.3% |
| 3M | -11.4% | -30.1% | +18.7% | -6.6% |
| 6M | +3.7% | +7.7% | -4.0% | +0.5% |
| YTD | +7.1% | -25.3% | +32.4% | +9.5% |
| 1Y | +19.7% | -39.9% | +59.6% | +26.7% |
| 3Y | +202.8% | +95.2% | +107.6% | +154.0% |
| 5Y | +156.7% | +129.9% | +26.9% | +103.6% |
| 10Y | +548.7% | +1,829.8% | -1,281.1% | +235.2% |
| All | +1,425.5% | +83,345.3% | -81,919.8% | +390.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling