+1,852.6%
AXON vs GD
+190.3%
+1,662.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.2% |
| 7D | -14.2% | -5.3% | -8.9% | -11.3% |
| 30D | -15.4% | -6.4% | -9.0% | -12.1% |
| 3M | +0.5% | +5.7% | -5.2% | -2.7% |
| 6M | -9.5% | -0.9% | -8.6% | -9.1% |
| YTD | -9.2% | +8.2% | -17.4% | -13.3% |
| 1Y | -29.4% | +13.4% | -42.8% | -34.3% |
| 3Y | +139.4% | +68.5% | +70.9% | +73.4% |
| 5Y | +178.9% | +97.2% | +81.8% | +80.8% |
| All | +1,852.6% | +190.3% | +1,662.2% | +705.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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