+1,472.1%
AXTI vs GSK
+80.1%
+1,392.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.1% | -3.5% | +8.6% | +6.1% |
| 30D | -17.5% | -3.4% | -14.0% | -17.0% |
| 3M | -26.7% | -8.1% | -18.6% | -25.7% |
| 6M | +36.8% | -11.1% | +47.9% | +39.9% |
| YTD | +296.1% | +0.7% | +295.4% | +286.2% |
| 1Y | +1,810.6% | +20.1% | +1,790.5% | +1,632.1% |
| 3Y | +2,587.6% | +46.1% | +2,541.4% | +2,101.8% |
| 5Y | +601.7% | +48.2% | +553.5% | +449.7% |
| All | +1,472.1% | +80.1% | +1,392.0% | +967.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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