-25.5%
GFS vs AXTX
-73.9%
+48.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.7% | +11.7% | +1.5% |
| 7D | +3.2% | +28.3% | -25.1% | -0.7% |
| 30D | -9.6% | -33.9% | +24.4% | -7.6% |
| 3M | -38.5% | -72.3% | +33.8% | -36.4% |
| All | -25.5% | -73.9% | +48.4% | -24.9% |
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 · Available span rolling