+189.4%
AXON vs GFS
-3.9%
+193.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -2.5% | +2.6% | -5.1% | -3.0% |
| 30D | -11.5% | -16.4% | +4.9% | -8.5% |
| 3M | +7.3% | -41.6% | +48.9% | +18.0% |
| 6M | -11.9% | -3.7% | -8.3% | -16.6% |
| YTD | -11.0% | +29.3% | -40.3% | -22.8% |
| 1Y | -31.8% | +37.1% | -68.9% | -42.0% |
| 3Y | +135.4% | -22.1% | +157.5% | +124.3% |
| All | +189.4% | -3.9% | +193.4% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling