+233.4%
GLW vs AXON
+72.9%
+160.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -11.1% | -27.4% | +16.3% | -7.4% |
| 30D | -28.4% | -28.5% | 0.0% | -25.3% |
| 3M | -28.8% | -49.3% | +20.5% | -22.6% |
| 6M | -39.8% | -25.0% | -14.8% | -39.1% |
| YTD | +28.7% | -46.7% | +75.5% | +36.3% |
| 1Y | +27.7% | -48.3% | +76.0% | +36.0% |
| 3Y | +331.3% | +38.8% | +292.5% | +261.6% |
| 5Y | +233.4% | +77.7% | +155.7% | +140.9% |
| All | +233.4% | +72.9% | +160.6% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling