+182.3%
AXON vs GTLB
-50.0%
+232.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -0.7% |
| 7D | -2.5% | +4.6% | -7.1% | -3.8% |
| 30D | -11.5% | +21.0% | -32.5% | -15.8% |
| 3M | +7.3% | +51.7% | -44.4% | -3.3% |
| 6M | -11.9% | +89.3% | -101.2% | -25.1% |
| YTD | -11.0% | +25.6% | -36.6% | -17.4% |
| 1Y | -31.8% | -1.5% | -30.2% | -33.6% |
| 3Y | +135.4% | -9.9% | +145.3% | +121.8% |
| All | +182.3% | -50.0% | +232.3% | +159.2% |
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