+155.6%
GS vs AXTI
+352.8%
-197.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.6% |
| 7D | +5.9% | +7.6% | -1.8% | +5.0% |
| 30D | +4.3% | -32.1% | +36.4% | +6.8% |
| 3M | -11.7% | -46.0% | +34.3% | -8.6% |
| 6M | -3.2% | -65.7% | +62.5% | +0.9% |
| YTD | +5.8% | +155.9% | -150.1% | -12.4% |
| 1Y | +16.0% | +300.8% | -284.7% | -8.6% |
| 3Y | +199.8% | +1,981.6% | -1,781.8% | +77.9% |
| All | +155.6% | +352.8% | -197.2% | +94.3% |
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 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