+1,786.0%
AXON vs GNRC
+433.2%
+1,352.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.5% |
| 7D | -11.0% | -0.7% | -10.3% | -10.9% |
| 30D | -24.7% | -15.8% | -8.9% | -20.9% |
| 3M | +7.0% | -24.0% | +31.0% | +14.4% |
| 6M | -9.6% | -13.8% | +4.1% | -8.7% |
| YTD | -15.7% | +33.2% | -48.9% | -27.4% |
| 1Y | -35.9% | -1.8% | -34.1% | -39.6% |
| 3Y | +123.0% | +57.7% | +65.3% | +70.2% |
| 5Y | +166.3% | -59.7% | +226.1% | +219.9% |
| All | +1,786.0% | +433.2% | +1,352.8% | +765.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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