+2,166.8%
AXTI vs GGLL
+64.8%
+2,102.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.7% |
| 7D | +21.0% | -3.9% | +24.9% | +22.5% |
| 30D | -6.6% | -15.4% | +8.7% | -1.3% |
| 3M | -12.1% | -21.9% | +9.8% | -6.1% |
| 6M | +78.7% | +4.5% | +74.2% | +58.9% |
| YTD | +321.5% | -2.4% | +323.9% | +284.6% |
| 1Y | +2,166.8% | +57.8% | +2,109.0% | +1,205.9% |
| All | +2,166.8% | +64.8% | +2,102.0% | +1,205.9% |
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