+1,854.5%
AXON vs GME
+237.1%
+1,617.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | -11.5% | -1.4% | -10.1% | -11.4% |
| 3M | +7.3% | -15.1% | +22.4% | +8.1% |
| 6M | -11.9% | -22.5% | +10.5% | -10.9% |
| YTD | -11.0% | -5.9% | -5.1% | -11.0% |
| 1Y | -31.8% | -18.6% | -13.1% | -31.2% |
| 3Y | +135.4% | +6.7% | +128.7% | +118.6% |
| 5Y | +176.9% | -62.0% | +238.8% | +163.4% |
| 10Y | +1,854.5% | +239.5% | +1,615.0% | +805.1% |
| All | +1,854.5% | +237.1% | +1,617.3% | +805.1% |
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