-6.8%
GS vs AXTI
-64.7%
+57.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.2% | -0.8% |
| 7D | -3.2% | -29.4% | +26.2% | -0.8% |
| 30D | -2.4% | -51.3% | +48.9% | +2.5% |
| 3M | -15.7% | -48.3% | +32.5% | -12.6% |
| 6M | -6.8% | -62.9% | +56.1% | -5.4% |
| All | -6.8% | -64.7% | +57.9% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling