+44.3%
AXON vs GTLB
+5.1%
+39.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.8% | +2.4% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | -22.8% | -10.2% | -12.6% | -20.2% |
| 3M | -48.8% | +10.1% | -58.9% | -50.4% |
| 6M | -16.3% | +116.5% | -132.8% | -32.6% |
| YTD | -44.5% | +27.2% | -71.6% | -50.0% |
| 1Y | -43.4% | +8.6% | -52.0% | -47.5% |
| 3Y | +44.3% | +5.6% | +38.7% | +45.0% |
| All | +44.3% | +5.1% | +39.2% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling