+468.0%
AXTI vs GGLL
+206.6%
+261.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | +4.3% | +15.2% | +18.1% |
| 7D | -1.2% | +2.9% | -4.1% | -1.5% |
| 30D | -24.2% | -33.1% | +8.9% | -14.1% |
| 3M | -36.3% | -31.2% | -5.1% | -29.1% |
| 6M | -62.7% | -49.4% | -13.3% | -55.2% |
| YTD | +187.3% | -26.8% | +214.1% | +201.0% |
| 1Y | +344.8% | -17.7% | +362.5% | +345.0% |
| 3Y | +2,272.2% | +160.4% | +2,111.8% | +1,508.5% |
| All | +468.0% | +206.6% | +261.3% | +219.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling