+722.0%
AXTI vs GFS
0.0%
+721.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -1.4% |
| 7D | +5.1% | +3.8% | +1.2% | +2.3% |
| 30D | -17.5% | -11.7% | -5.7% | -9.5% |
| 3M | -26.7% | -41.8% | +15.1% | +8.7% |
| 6M | +36.8% | +6.6% | +30.1% | +44.4% |
| YTD | +296.1% | +34.6% | +261.5% | +272.6% |
| 1Y | +1,810.6% | +46.2% | +1,764.5% | +1,630.6% |
| 3Y | +2,587.6% | -20.3% | +2,607.9% | +3,088.7% |
| All | +722.0% | 0.0% | +721.9% | +755.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling