+68,471.7%
AXON vs GFI
+1,402.6%
+67,069.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +0.8% | -8.7% | +9.5% | +1.6% |
| 30D | -22.8% | +0.6% | -23.4% | -23.0% |
| 3M | -48.8% | -7.5% | -41.3% | -48.6% |
| 6M | -16.3% | -18.3% | +2.0% | -15.3% |
| YTD | -44.5% | -13.8% | -30.7% | -44.5% |
| 1Y | -43.4% | -8.8% | -34.6% | -43.8% |
| 3Y | +44.3% | +215.8% | -171.6% | +23.9% |
| 5Y | +85.1% | +301.2% | -216.1% | +51.7% |
| 10Y | +1,060.5% | +1,284.4% | -223.9% | +670.7% |
| All | +68,471.7% | +1,402.6% | +67,069.1% | +50,723.8% |
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