+735.3%
AXTI vs GTLB
-50.8%
+786.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +21.0% | -6.6% | +27.6% | +22.6% |
| 30D | -6.6% | +13.7% | -20.4% | -10.0% |
| 3M | -12.1% | +52.9% | -65.0% | -21.4% |
| 6M | +78.7% | +88.5% | -9.8% | +48.5% |
| YTD | +321.5% | +23.4% | +298.0% | +284.8% |
| 1Y | +2,166.8% | -3.8% | +2,170.6% | +2,117.9% |
| 3Y | +2,807.6% | -11.5% | +2,819.1% | +2,710.3% |
| All | +735.3% | -50.8% | +786.1% | +669.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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