+195.3%
AXON vs GFS
-3.7%
+199.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.5% |
| 7D | -14.2% | +1.0% | -15.2% | -14.3% |
| 30D | -15.4% | -8.6% | -6.8% | -14.1% |
| 3M | +0.5% | -46.5% | +47.0% | +12.7% |
| 6M | -9.5% | -4.8% | -4.7% | -14.0% |
| YTD | -9.2% | +29.7% | -38.9% | -21.2% |
| 1Y | -29.4% | +35.8% | -65.2% | -39.8% |
| 3Y | +139.4% | -18.3% | +157.7% | +124.2% |
| All | +195.3% | -3.7% | +199.0% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling