+18.4%
GD vs AXTX
-93.3%
+111.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.7% | +18.2% | +1.4% |
| 7D | -1.9% | -48.3% | +46.4% | -2.3% |
| 30D | +10.9% | -74.7% | +85.6% | +9.9% |
| 3M | -6.8% | -83.2% | +76.4% | -7.5% |
| 6M | +7.0% | -97.0% | +104.0% | +5.6% |
| All | +18.4% | -93.3% | +111.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 all: compounded portfolio wealth divided by compounded AXTX 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…
all analysis · Full analysis span regression · 6 months rolling