-47.2%
GGLL vs AXTX
-96.8%
+49.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -14.4% | +17.9% | +4.0% |
| 7D | +11.5% | +33.6% | -22.1% | +10.1% |
| 30D | -31.2% | -65.7% | +34.5% | -30.1% |
| 3M | -28.7% | -82.2% | +53.6% | -27.1% |
| 6M | -47.2% | -96.8% | +49.6% | -49.6% |
| All | -47.2% | -96.8% | +49.6% | -49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling