+124.6%
AXON vs GDDY
+28.5%
+96.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.2% | -3.2% |
| 7D | -11.0% | -7.0% | -4.0% | -9.2% |
| 30D | -24.7% | +6.2% | -31.0% | -26.5% |
| 3M | +7.0% | +20.0% | -13.1% | -0.5% |
| 6M | -9.6% | +6.8% | -16.5% | -13.4% |
| YTD | -15.7% | -22.3% | +6.6% | -10.1% |
| 1Y | -35.9% | -33.5% | -2.4% | -27.6% |
| All | +124.6% | +28.5% | +96.1% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling