+172.0%
AXON vs GDDY
+29.8%
+142.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.6% |
| 7D | -7.0% | -3.2% | -3.8% | -6.0% |
| 30D | -20.1% | +6.8% | -26.9% | -22.8% |
| 3M | +7.4% | +30.5% | -23.0% | -5.7% |
| 6M | -7.4% | +13.3% | -20.7% | -14.3% |
| YTD | -15.6% | -21.0% | +5.4% | -9.2% |
| 1Y | -36.2% | -34.0% | -2.2% | -25.2% |
| 3Y | +124.8% | +33.1% | +91.8% | +72.5% |
| All | +172.0% | +29.8% | +142.2% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling