-38.2%
GGLL vs AXTX
-89.0%
+50.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -15.1% | +21.6% | +7.0% |
| 7D | -23.1% | -48.4% | +25.3% | -21.6% |
| 30D | -32.9% | -74.7% | +41.8% | -30.9% |
| 3M | -44.9% | -67.9% | +23.0% | -44.4% |
| 6M | -49.5% | -94.1% | +44.6% | -49.1% |
| All | -38.2% | -89.0% | +50.9% | -37.2% |
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