+199.8%
GS vs AXTI
+2,013.1%
-1,813.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.6% |
| 7D | +5.9% | +7.6% | -1.8% | +5.2% |
| 30D | +4.3% | -32.1% | +36.4% | +6.4% |
| 3M | -11.7% | -46.0% | +34.3% | -9.1% |
| 6M | -3.2% | -65.7% | +62.5% | 0.0% |
| YTD | +5.8% | +155.9% | -150.1% | -8.7% |
| 1Y | +16.0% | +300.8% | -284.7% | -3.6% |
| 3Y | +199.8% | +1,981.6% | -1,781.8% | +107.7% |
| All | +199.8% | +2,013.1% | -1,813.4% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling