+456.7%
AXTI vs GGLL
-11.6%
+468.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +6.5% | -13.9% | -9.4% |
| 7D | -26.2% | -23.1% | -3.0% | -20.7% |
| 30D | -45.1% | -32.9% | -12.3% | -38.3% |
| 3M | -27.2% | -44.9% | +17.7% | -13.4% |
| 6M | -55.2% | -49.5% | -5.6% | -46.8% |
| YTD | +190.8% | -28.9% | +219.7% | +194.3% |
| 1Y | +456.7% | -12.2% | +468.9% | +436.5% |
| All | +456.7% | -11.6% | +468.3% | +436.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling