+1,060.5%
AXON vs GME
+484.8%
+575.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -25.6% | +1.6% | -27.3% | -25.7% |
| 30D | -23.9% | -6.2% | -17.7% | -23.7% |
| 3M | -50.4% | +35.8% | -86.2% | -51.3% |
| 6M | -20.0% | +10.3% | -30.3% | -20.6% |
| YTD | -44.5% | +27.2% | -71.7% | -45.4% |
| 1Y | -44.9% | +19.1% | -64.0% | -45.6% |
| 3Y | +44.7% | +103.7% | -59.0% | +29.7% |
| 5Y | +86.7% | -50.0% | +136.7% | +75.0% |
| 10Y | +1,060.5% | +471.4% | +589.0% | +415.2% |
| All | +1,060.5% | +484.8% | +575.7% | +415.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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