-8.5%
GLD vs AXTX
-73.9%
+65.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -11.7% | +9.9% | -1.6% |
| 7D | -3.4% | +28.3% | -31.7% | -3.8% |
| 30D | -1.1% | -33.9% | +32.8% | -0.9% |
| 3M | +5.8% | -72.3% | +78.1% | +5.4% |
| All | -8.5% | -73.9% | +65.4% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling