+76.2%
AXON vs GTLB
-49.8%
+126.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.8% | +3.9% |
| 7D | -25.6% | -9.6% | -16.0% | -23.6% |
| 30D | -23.9% | -15.5% | -8.4% | -20.6% |
| 3M | -50.4% | +12.4% | -62.8% | -52.0% |
| 6M | -20.0% | +84.6% | -104.6% | -31.5% |
| YTD | -44.5% | +26.1% | -70.5% | -48.5% |
| 1Y | -44.9% | +1.7% | -46.6% | -46.6% |
| 3Y | +44.7% | +6.1% | +38.7% | +31.8% |
| 5Y | +86.7% | -61.1% | +147.8% | +71.1% |
| All | +76.2% | -49.8% | +126.0% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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