+44.3%
AXON vs GNRC
+86.4%
-42.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.9% |
| 7D | +0.8% | +7.9% | -7.1% | -0.3% |
| 30D | -22.8% | -3.7% | -19.1% | -22.6% |
| 3M | -48.8% | -11.9% | -36.8% | -48.1% |
| 6M | -16.3% | -28.6% | +12.3% | -13.5% |
| YTD | -44.5% | +39.9% | -84.4% | -51.2% |
| 1Y | -43.4% | +23.4% | -66.8% | -48.8% |
| 3Y | +44.3% | +84.2% | -40.0% | +17.8% |
| All | +44.3% | +86.4% | -42.1% | +17.8% |
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