+1,787.9%
AXON vs GFI
+1,066.8%
+721.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -7.0% | -4.9% | -2.2% | -6.8% |
| 30D | -20.1% | +10.7% | -30.8% | -20.5% |
| 3M | +7.4% | +25.6% | -18.2% | +6.2% |
| 6M | -7.4% | -8.3% | +0.9% | -7.4% |
| YTD | -15.6% | +6.3% | -21.9% | -16.2% |
| 1Y | -36.2% | +22.1% | -58.3% | -37.2% |
| 3Y | +124.8% | +289.2% | -164.3% | +109.0% |
| 5Y | +166.6% | +531.7% | -365.1% | +143.7% |
| All | +1,787.9% | +1,066.8% | +721.1% | +1,870.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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