+69.3%
AXON vs GTLB
-50.0%
+119.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.6% |
| 7D | -28.7% | -9.6% | -19.2% | -26.8% |
| 30D | -28.3% | -14.5% | -13.8% | -25.4% |
| 3M | -46.9% | +20.9% | -67.8% | -49.5% |
| 6M | -24.9% | +81.4% | -106.2% | -35.4% |
| YTD | -46.6% | +25.6% | -72.2% | -50.5% |
| 1Y | -49.7% | +3.4% | -53.1% | -51.5% |
| 3Y | +40.6% | +8.9% | +31.7% | +27.2% |
| 5Y | +71.9% | -64.0% | +135.8% | +57.7% |
| All | +69.3% | -50.0% | +119.4% | +55.4% |
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