-40.1%
AXON vs GFS
-20.2%
-19.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +6.2% | -24.4% | -18.2% |
| 7D | -26.8% | -7.8% | -19.0% | -25.6% |
| 30D | -22.9% | -19.7% | -3.2% | -21.1% |
| 3M | -40.1% | -23.1% | -17.0% | -37.5% |
| All | -40.1% | -20.2% | -19.9% | -37.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling