+1,472.1%
AXTI vs GNRC
+448.8%
+1,023.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -1.3% |
| 7D | +5.1% | -0.2% | +5.3% | +5.3% |
| 30D | -17.5% | -15.7% | -1.7% | -9.9% |
| 3M | -26.7% | -27.3% | +0.7% | -13.2% |
| 6M | +36.8% | -12.1% | +48.8% | +48.0% |
| YTD | +296.1% | +37.1% | +259.0% | +255.7% |
| 1Y | +1,810.6% | -0.5% | +1,811.1% | +1,850.7% |
| 3Y | +2,587.6% | +61.5% | +2,526.0% | +2,008.0% |
| 5Y | +601.7% | -58.6% | +660.3% | +842.3% |
| All | +1,472.1% | +448.8% | +1,023.2% | +776.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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