+182.3%
AXON vs GME
-62.8%
+245.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -14.2% | +7.2% | -21.4% | -14.7% |
| 30D | -15.4% | +0.8% | -16.2% | -15.5% |
| 3M | +0.5% | -14.0% | +14.4% | +1.6% |
| 6M | -9.5% | -19.7% | +10.2% | -8.2% |
| YTD | -9.2% | -4.6% | -4.6% | -9.3% |
| 1Y | -29.4% | -14.3% | -15.0% | -28.9% |
| 3Y | +139.4% | +4.0% | +135.4% | +106.7% |
| All | +182.3% | -62.8% | +245.1% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling