+153.0%
AXON vs GGLL
+188.6%
-35.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.4% | -19.6% | -18.4% |
| 7D | -26.8% | +3.1% | -29.9% | -27.1% |
| 30D | -22.9% | -36.3% | +13.4% | -18.6% |
| 3M | -40.1% | -40.4% | +0.3% | -36.3% |
| 6M | -18.9% | -54.6% | +35.7% | -11.2% |
| YTD | -44.9% | -31.1% | -13.8% | -43.3% |
| 1Y | -46.7% | -19.2% | -27.5% | -46.5% |
| 3Y | +44.3% | +151.5% | -107.2% | +15.8% |
| All | +153.0% | +188.6% | -35.7% | +98.1% |
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