+144.5%
AXON vs GGLL
+194.0%
-49.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -27.4% | +5.1% | -32.5% | -27.9% |
| 30D | -28.5% | -35.5% | +7.0% | -24.6% |
| 3M | -49.3% | -39.2% | -10.1% | -46.2% |
| 6M | -25.0% | -54.4% | +29.3% | -18.0% |
| YTD | -46.7% | -29.8% | -16.9% | -45.4% |
| 1Y | -48.3% | -20.4% | -27.8% | -47.9% |
| 3Y | +38.8% | +149.7% | -110.9% | +11.6% |
| All | +144.5% | +194.0% | -49.5% | +90.9% |
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