-48.3%
AXON vs GGLL
-17.3%
-31.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -23.8% |
| 3M | -49.3% | -39.2% | -10.1% | -45.6% |
| 6M | -25.0% | -54.4% | +29.3% | -17.5% |
| YTD | -46.7% | -29.8% | -16.9% | -46.1% |
| 1Y | -48.3% | -20.4% | -27.8% | -48.3% |
| All | -48.3% | -17.3% | -31.0% | -48.3% |
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