+44.3%
AXON vs GME
+79.6%
-35.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +3.9% | -22.1% | -18.3% |
| 7D | -26.8% | +3.7% | -30.5% | -26.9% |
| 30D | -22.9% | +2.2% | -25.1% | -23.0% |
| 3M | -40.1% | +30.6% | -70.7% | -40.6% |
| 6M | -18.9% | -0.2% | -18.7% | -18.9% |
| YTD | -44.9% | +25.1% | -70.0% | -45.3% |
| 1Y | -46.7% | +17.7% | -64.3% | -47.0% |
| 3Y | +44.3% | +85.7% | -41.3% | +39.3% |
| All | +44.3% | +79.6% | -35.2% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling