+375.3%
AXTI vs GGLL
+194.0%
+181.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.6% | -7.8% | -8.2% |
| 7D | -23.4% | +5.1% | -28.5% | -24.4% |
| 30D | -42.6% | -35.5% | -7.1% | -34.3% |
| 3M | -46.7% | -39.2% | -7.6% | -38.5% |
| 6M | -66.2% | -54.4% | -11.8% | -58.2% |
| YTD | +140.4% | -29.8% | +170.3% | +154.9% |
| 1Y | +276.5% | -20.4% | +296.9% | +280.2% |
| 3Y | +1,885.4% | +149.7% | +1,735.6% | +1,262.3% |
| All | +375.3% | +194.0% | +181.3% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling