+40.5%
AXON vs GPN
-16.0%
+56.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.0% | +9.4% | +0.7% |
| 7D | -19.7% | -7.1% | -12.6% | -18.4% |
| 30D | -25.7% | +7.7% | -33.4% | -28.1% |
| 3M | -48.8% | -0.1% | -48.7% | -49.4% |
| 6M | -22.0% | +29.4% | -51.4% | -28.9% |
| YTD | -45.9% | +15.1% | -61.0% | -49.4% |
| 1Y | -46.1% | +15.4% | -61.5% | -49.6% |
| All | +40.5% | -16.0% | +56.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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