-61.8%
AXTI vs GGLL
-48.8%
-13.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | +4.3% | +15.2% | +18.2% |
| 7D | -1.2% | +2.9% | -4.1% | -1.6% |
| 30D | -24.2% | -33.1% | +8.9% | -17.8% |
| 3M | -36.3% | -31.2% | -5.1% | -31.2% |
| All | -61.8% | -48.8% | -13.0% | -63.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling