+721.1%
AXTI vs GFS
-2.1%
+723.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | +15.1% | +3.2% | +11.9% | +12.7% |
| 30D | -12.3% | -9.6% | -2.7% | -5.3% |
| 3M | -24.1% | -38.5% | +14.3% | +8.9% |
| 6M | +46.0% | -1.3% | +47.3% | +60.9% |
| YTD | +295.7% | +31.8% | +263.9% | +277.7% |
| 1Y | +1,825.6% | +44.6% | +1,781.0% | +1,660.8% |
| 3Y | +2,630.0% | -20.6% | +2,650.6% | +3,157.9% |
| All | +721.1% | -2.1% | +723.2% | +767.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling