+80.6%
AXON vs GFS
-8.5%
+89.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +3.2% |
| 7D | -25.6% | +6.2% | -31.9% | -26.6% |
| 30D | -23.9% | -11.4% | -12.5% | -22.4% |
| 3M | -50.4% | -15.5% | -35.0% | -49.2% |
| 6M | -20.0% | -42.6% | +22.6% | -13.4% |
| YTD | -44.5% | +23.2% | -67.7% | -51.7% |
| 1Y | -44.9% | +23.6% | -68.5% | -52.2% |
| 3Y | +44.7% | -17.2% | +62.0% | +33.0% |
| 5Y | +86.7% | -23.4% | +110.1% | +62.8% |
| All | +80.6% | -8.5% | +89.1% | +50.6% |
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