-39.9%
AXON vs GGLL
-11.6%
-28.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.7% | +1.0% |
| 7D | +0.2% | -23.1% | +23.3% | +2.8% |
| 30D | +3.0% | -32.9% | +35.9% | +8.0% |
| 3M | -30.1% | -44.9% | +14.7% | -24.6% |
| 6M | +7.7% | -49.5% | +57.3% | +15.0% |
| YTD | -25.3% | -28.9% | +3.6% | -24.3% |
| 1Y | -39.9% | -12.2% | -27.7% | -38.5% |
| All | -39.9% | -11.6% | -28.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling