+1,180.9%
AXON vs GAP
+20.3%
+1,160.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -3.8% |
| 7D | -28.7% | 0.0% | -28.8% | -28.6% |
| 30D | -28.3% | -4.3% | -24.0% | -27.6% |
| 3M | -46.9% | +9.4% | -56.3% | -48.0% |
| 6M | -24.9% | -3.3% | -21.6% | -25.0% |
| YTD | -46.6% | -10.5% | -36.1% | -46.3% |
| 1Y | -49.7% | -2.4% | -47.3% | -50.4% |
| 3Y | +40.6% | +80.1% | -39.5% | +12.0% |
| 5Y | +71.9% | +6.5% | +65.4% | +45.1% |
| 10Y | +1,180.9% | +14.6% | +1,166.3% | +774.9% |
| All | +1,180.9% | +20.3% | +1,160.6% | +774.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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