+138.9%
GLD vs AXTI
+624.6%
-485.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.8% | -14.6% | -1.9% |
| 7D | +0.7% | +24.0% | -23.2% | +0.5% |
| 30D | +0.3% | -21.5% | +21.8% | +0.5% |
| 3M | +0.6% | -23.4% | +24.0% | +0.5% |
| 6M | -15.6% | +114.9% | -130.5% | -16.2% |
| YTD | +0.9% | +325.4% | -324.6% | -0.3% |
| 1Y | +19.4% | +2,136.7% | -2,117.3% | +16.1% |
| 3Y | +124.5% | +2,835.0% | -2,710.6% | +117.5% |
| 5Y | +138.9% | +652.8% | -513.9% | +134.5% |
| All | +138.9% | +624.6% | -485.6% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 5y: compounded portfolio wealth divided by compounded AXTI 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…
5y analysis · Full analysis span regression · 6 months rolling