+188.0%
AXON vs GTLB
-47.1%
+235.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.2% | -4.4% |
| 7D | -14.2% | +11.1% | -25.2% | -16.6% |
| 30D | -15.4% | +37.8% | -53.2% | -22.0% |
| 3M | +0.5% | +61.6% | -61.1% | -10.9% |
| 6M | -9.5% | +98.9% | -108.4% | -24.0% |
| YTD | -9.2% | +32.8% | -42.0% | -16.9% |
| 1Y | -29.4% | +14.7% | -44.0% | -33.7% |
| 3Y | +139.4% | +1.3% | +138.1% | +119.5% |
| All | +188.0% | -47.1% | +235.2% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling