+1,028.0%
AXON vs GPC
+85.0%
+943.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -27.4% | +0.4% | -27.7% | -27.4% |
| 30D | -28.5% | -1.8% | -26.6% | -28.1% |
| 3M | -49.3% | -6.6% | -42.7% | -48.0% |
| 6M | -25.0% | +21.3% | -46.4% | -30.2% |
| YTD | -46.7% | +4.3% | -51.0% | -48.4% |
| 1Y | -48.3% | +3.3% | -51.5% | -49.7% |
| 3Y | +38.8% | +0.8% | +38.1% | +29.8% |
| 5Y | +77.7% | +7.4% | +70.3% | +60.4% |
| 10Y | +1,028.0% | +79.2% | +948.8% | +663.7% |
| All | +1,028.0% | +85.0% | +943.0% | +663.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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