+40.6%
AXON vs GPC
+2.3%
+38.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.5% | -3.5% |
| 7D | -28.7% | +0.8% | -29.6% | -28.8% |
| 30D | -28.3% | -1.1% | -27.2% | -28.2% |
| 3M | -46.9% | -6.6% | -40.3% | -46.4% |
| 6M | -24.9% | +22.2% | -47.1% | -26.1% |
| YTD | -46.6% | +5.1% | -51.7% | -47.4% |
| 1Y | -49.7% | +2.8% | -52.5% | -50.3% |
| 3Y | +40.6% | +2.4% | +38.2% | +30.0% |
| All | +40.6% | +2.3% | +38.2% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling