+182.3%
AXON vs GPC
+30.9%
+151.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.5% |
| 7D | -14.2% | +1.2% | -15.4% | -14.4% |
| 30D | -15.4% | +6.0% | -21.4% | -16.8% |
| 3M | +0.5% | +42.6% | -42.1% | -9.0% |
| 6M | -9.5% | +22.8% | -32.3% | -14.8% |
| YTD | -9.2% | +15.5% | -24.7% | -14.2% |
| 1Y | -29.4% | +2.0% | -31.4% | -30.8% |
| 3Y | +139.4% | -1.4% | +140.8% | +130.7% |
| All | +182.3% | +30.9% | +151.4% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling