+170.5%
AXON vs GFI
+512.6%
-342.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | -3.3% | +4.7% | -8.0% | -3.8% |
| 30D | -17.8% | +14.4% | -32.3% | -18.9% |
| 3M | +8.3% | +32.5% | -24.2% | +5.2% |
| 6M | -12.4% | -7.2% | -5.2% | -12.4% |
| YTD | -13.7% | +10.9% | -24.6% | -15.4% |
| 1Y | -33.1% | +35.5% | -68.5% | -36.0% |
| 3Y | +128.2% | +312.1% | -183.9% | +90.1% |
| 5Y | +170.5% | +524.6% | -354.1% | +114.0% |
| All | +170.5% | +512.6% | -342.1% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling