-34.5%
GFS vs AXTX
-89.0%
+54.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -15.1% | +9.2% | -4.1% |
| 7D | -12.5% | -48.4% | +35.9% | -5.9% |
| 30D | -16.9% | -74.7% | +57.7% | -4.6% |
| 3M | -22.3% | -67.9% | +45.6% | -18.2% |
| 6M | -40.2% | -94.1% | +53.9% | -30.1% |
| All | -34.5% | -89.0% | +54.6% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling