+180.6%
AXON vs GFS
-2.1%
+182.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.4% |
| 7D | -3.3% | +4.5% | -7.9% | -4.2% |
| 30D | -17.8% | -8.2% | -9.6% | -16.6% |
| 3M | +8.3% | -38.9% | +47.1% | +17.9% |
| 6M | -12.4% | -2.9% | -9.5% | -17.0% |
| YTD | -13.7% | +31.8% | -45.5% | -25.4% |
| 1Y | -33.1% | +43.1% | -76.2% | -43.7% |
| 3Y | +128.2% | -20.6% | +148.9% | +116.6% |
| All | +180.6% | -2.1% | +182.7% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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