+682.3%
AXTI vs GGLL
+313.5%
+368.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.1% | -7.2% | -6.5% |
| 7D | +15.1% | -5.8% | +20.9% | +17.1% |
| 30D | -12.3% | -7.2% | -5.1% | -10.7% |
| 3M | -24.1% | -17.5% | -6.6% | -21.0% |
| 6M | +46.0% | +5.1% | +41.0% | +36.8% |
| YTD | +295.7% | -1.3% | +297.1% | +279.1% |
| 1Y | +1,825.6% | +60.2% | +1,765.4% | +1,473.7% |
| 3Y | +2,630.0% | +230.8% | +2,399.1% | +1,612.7% |
| All | +682.3% | +313.5% | +368.8% | +302.7% |
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