+19.7%
GS vs AXTI
+504.8%
-485.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.4% | +10.9% | +4.0% |
| 7D | +0.3% | -26.2% | +26.5% | +2.1% |
| 30D | +3.9% | -45.1% | +49.0% | +7.4% |
| 3M | -11.4% | -27.2% | +15.7% | -10.7% |
| 6M | +3.7% | -55.2% | +58.8% | +4.6% |
| YTD | +7.1% | +190.8% | -183.6% | -8.9% |
| 1Y | +19.7% | +456.7% | -437.0% | -7.7% |
| All | +19.7% | +504.8% | -485.2% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling