+296.5%
AXTI vs GGLL
-15.1%
+311.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.5% | -10.8% | -8.5% |
| 7D | +18.6% | +11.5% | +7.0% | +14.4% |
| 30D | -32.6% | -31.2% | -1.4% | -24.8% |
| 3M | -44.5% | -28.7% | -15.9% | -39.0% |
| 6M | -64.6% | -47.2% | -17.4% | -58.4% |
| YTD | +166.3% | -24.3% | +190.6% | +163.7% |
| 1Y | +296.5% | -12.0% | +308.5% | +296.1% |
| All | +296.5% | -15.1% | +311.6% | +296.1% |
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