+526.0%
GLW vs AXON
+1,058.0%
-532.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -4.8% |
| 7D | +7.7% | +0.8% | +7.0% | +7.5% |
| 30D | -18.8% | -22.8% | +3.9% | -15.4% |
| 3M | -27.7% | -48.8% | +21.0% | -19.5% |
| 6M | -44.4% | -16.3% | -28.1% | -44.4% |
| YTD | +31.3% | -44.5% | +75.7% | +39.9% |
| 1Y | +40.0% | -43.4% | +83.4% | +48.7% |
| 3Y | +339.2% | +44.3% | +295.0% | +264.2% |
| 5Y | +229.2% | +85.1% | +144.1% | +147.1% |
| All | +526.0% | +1,058.0% | -532.0% | +214.6% |
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