+459.4%
AXTI vs GLDM
+219.1%
+240.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.1% |
| 7D | -29.4% | +4.7% | -34.0% | -30.6% |
| 30D | -51.3% | -0.9% | -50.4% | -51.2% |
| 3M | -48.3% | -4.3% | -44.0% | -47.4% |
| 6M | -62.9% | -13.4% | -49.5% | -61.6% |
| YTD | +137.8% | -5.8% | +143.6% | +135.9% |
| 1Y | +338.3% | +2.1% | +336.3% | +326.0% |
| 3Y | +1,590.4% | +105.0% | +1,485.4% | +1,241.4% |
| 5Y | +321.7% | +122.5% | +199.2% | +222.5% |
| All | +459.4% | +219.1% | +240.3% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling