+1,304.8%
AXON vs GD
+190.6%
+1,114.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.6% | -17.5% | -17.8% |
| 7D | -26.8% | -5.0% | -21.9% | -24.6% |
| 30D | -22.9% | +8.9% | -31.8% | -26.6% |
| 3M | -40.1% | -8.0% | -32.0% | -37.1% |
| 6M | -18.9% | +2.9% | -21.8% | -20.2% |
| YTD | -44.9% | +7.1% | -52.0% | -47.1% |
| 1Y | -46.7% | +5.9% | -52.6% | -48.5% |
| 3Y | +44.3% | +53.9% | -9.5% | +10.9% |
| 5Y | +71.4% | +95.4% | -24.0% | +12.2% |
| All | +1,304.8% | +190.6% | +1,114.3% | +478.3% |
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