+88.4%
AXON vs GNRC
-57.0%
+145.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.0% |
| 7D | +0.8% | +7.9% | -7.1% | -1.1% |
| 30D | -22.8% | -3.7% | -19.1% | -22.5% |
| 3M | -48.8% | -11.9% | -36.8% | -47.9% |
| 6M | -16.3% | -28.6% | +12.3% | -11.8% |
| YTD | -44.5% | +39.9% | -84.4% | -52.4% |
| 1Y | -43.4% | +23.4% | -66.8% | -49.8% |
| 3Y | +44.3% | +84.2% | -40.0% | +8.3% |
| All | +88.4% | -57.0% | +145.4% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling