+143.0%
AXON vs GGLL
+245.5%
-102.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.8% |
| 7D | -14.2% | -4.8% | -9.4% | -13.5% |
| 30D | -15.4% | -13.7% | -1.7% | -13.6% |
| 3M | +0.5% | -21.9% | +22.3% | +3.4% |
| 6M | -9.5% | +11.7% | -21.2% | -11.7% |
| YTD | -9.2% | +2.3% | -11.5% | -10.7% |
| 1Y | -29.4% | +76.2% | -105.6% | -35.9% |
| All | +143.0% | +245.5% | -102.6% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling