+66,663.0%
AXON vs GFI
+1,403.5%
+65,259.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.1% | -2.2% |
| 7D | -19.7% | -5.4% | -14.3% | -19.4% |
| 30D | -25.7% | -1.5% | -24.2% | -25.8% |
| 3M | -48.8% | -10.2% | -38.6% | -48.5% |
| 6M | -22.0% | -19.3% | -2.7% | -21.0% |
| YTD | -45.9% | -13.7% | -32.2% | -46.0% |
| 1Y | -46.1% | -12.1% | -33.9% | -46.3% |
| 3Y | +40.9% | +208.4% | -167.4% | +21.3% |
| 5Y | +80.2% | +301.4% | -221.2% | +47.7% |
| 10Y | +1,029.9% | +1,285.2% | -255.3% | +650.3% |
| All | +66,663.0% | +1,403.5% | +65,259.6% | +49,380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling