+1,704.0%
GS vs AXTI
+73.8%
+1,630.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.2% | -1.0% |
| 7D | -3.2% | -29.4% | +26.2% | +0.1% |
| 30D | -2.4% | -51.3% | +48.9% | +4.5% |
| 3M | -15.7% | -48.3% | +32.5% | -11.6% |
| 6M | -6.8% | -62.9% | +56.1% | -2.1% |
| YTD | -0.1% | +137.8% | -137.9% | -19.9% |
| 1Y | +12.1% | +338.3% | -326.2% | -16.9% |
| 3Y | +185.8% | +1,590.4% | -1,404.7% | +60.5% |
| 5Y | +140.1% | +321.7% | -181.6% | +54.1% |
| 10Y | +505.2% | +655.0% | -149.7% | +223.5% |
| All | +1,704.0% | +73.8% | +1,630.3% | +705.1% |
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