+129.8%
AXON vs GNRC
+61.2%
+68.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.7% |
| 7D | -3.3% | +3.2% | -6.5% | -3.9% |
| 30D | -17.8% | -9.5% | -8.3% | -16.6% |
| 3M | +8.3% | -28.5% | +36.8% | +13.2% |
| 6M | -12.4% | -10.0% | -2.4% | -13.5% |
| YTD | -13.7% | +36.7% | -50.5% | -23.7% |
| 1Y | -33.1% | +2.6% | -35.6% | -36.9% |
| All | +129.8% | +61.2% | +68.7% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling