+900.9%
AXTI vs GLDM
+242.2%
+658.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.7% | +14.6% | +13.3% |
| 7D | +24.0% | +0.7% | +23.2% | +23.6% |
| 30D | -21.5% | +0.3% | -21.8% | -21.5% |
| 3M | -23.4% | +0.7% | -24.1% | -23.5% |
| 6M | +114.9% | -15.4% | +130.3% | +120.7% |
| YTD | +325.4% | +1.0% | +324.4% | +313.0% |
| 1Y | +2,136.7% | +19.7% | +2,116.9% | +1,982.9% |
| 3Y | +2,835.0% | +126.5% | +2,708.5% | +2,163.5% |
| 5Y | +652.8% | +142.5% | +510.3% | +460.7% |
| All | +900.9% | +242.2% | +658.7% | +792.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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