+816.6%
GLD vs AXTI
+3,569.0%
-2,752.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.7% | -10.5% | -1.0% |
| 7D | -0.5% | +5.1% | -5.7% | -0.6% |
| 30D | +4.4% | -10.2% | +14.6% | +4.4% |
| 3M | -1.1% | -41.8% | +40.7% | -0.8% |
| 6M | -13.8% | +57.5% | -71.3% | -15.1% |
| YTD | +2.6% | +277.0% | -274.4% | -0.6% |
| 1Y | +24.5% | +1,982.4% | -1,957.9% | +17.1% |
| 3Y | +125.8% | +2,234.8% | -2,109.0% | +108.9% |
| 5Y | +137.8% | +528.3% | -390.5% | +123.9% |
| 10Y | +221.4% | +1,310.5% | -1,089.1% | +190.6% |
| All | +816.6% | +3,569.0% | -2,752.5% | +692.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling