+702.2%
AXTI vs GD
+180.8%
+521.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.5% | -9.9% | -9.0% |
| 7D | -23.4% | -1.9% | -21.5% | -22.6% |
| 30D | -42.6% | +10.9% | -53.5% | -45.0% |
| 3M | -46.7% | -6.8% | -40.0% | -45.4% |
| 6M | -66.2% | +7.0% | -73.2% | -67.7% |
| YTD | +140.4% | +11.1% | +129.3% | +121.3% |
| 1Y | +276.5% | +7.0% | +269.5% | +254.0% |
| 3Y | +1,885.4% | +59.9% | +1,825.4% | +1,430.4% |
| 5Y | +350.3% | +102.5% | +247.8% | +202.4% |
| 10Y | +702.2% | +174.0% | +528.2% | +439.9% |
| All | +702.2% | +180.8% | +521.4% | +439.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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 · 6 months rolling