+493.9%
GLW vs AXON
+1,304.2%
-810.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -18.2% | +20.8% | +5.8% |
| 7D | -13.9% | -26.8% | +12.9% | -9.4% |
| 30D | -35.0% | -22.9% | -12.1% | -32.2% |
| 3M | -32.4% | -40.1% | +7.7% | -26.9% |
| 6M | -41.3% | -18.9% | -22.5% | -41.1% |
| YTD | +21.8% | -44.9% | +66.7% | +30.0% |
| 1Y | +21.8% | -46.7% | +68.5% | +30.9% |
| 3Y | +307.7% | +44.3% | +263.3% | +238.6% |
| 5Y | +213.7% | +71.4% | +142.3% | +140.3% |
| All | +493.9% | +1,304.2% | -810.3% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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