+575.8%
AXTI vs GLDM
+212.7%
+363.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | -1.2% | +20.7% | +19.8% |
| 7D | -1.2% | -2.0% | +0.8% | -0.6% |
| 30D | -24.2% | -4.4% | -19.8% | -23.1% |
| 3M | -36.3% | -8.8% | -27.5% | -34.4% |
| 6M | -62.7% | -15.9% | -46.8% | -61.1% |
| YTD | +187.3% | -7.7% | +195.0% | +186.9% |
| 1Y | +344.8% | -3.6% | +348.4% | +339.2% |
| 3Y | +2,272.2% | +105.2% | +2,167.0% | +1,785.1% |
| 5Y | +419.6% | +112.8% | +306.8% | +302.5% |
| All | +575.8% | +212.7% | +363.1% | +520.0% |
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