+148.2%
AXON vs GGLL
+217.5%
-69.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.2% | -3.1% |
| 7D | -19.7% | +11.5% | -31.2% | -21.0% |
| 30D | -25.7% | -31.2% | +5.5% | -22.3% |
| 3M | -48.8% | -28.7% | -20.1% | -46.8% |
| 6M | -22.0% | -47.2% | +25.2% | -16.3% |
| YTD | -45.9% | -24.3% | -21.7% | -45.1% |
| 1Y | -46.1% | -12.0% | -34.1% | -46.4% |
| 3Y | +40.9% | +169.6% | -128.7% | +12.1% |
| All | +148.2% | +217.5% | -69.3% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling