+205.0%
GLD vs NXPI
+185.6%
+19.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +4.7% | -4.4% | +9.1% | +4.9% |
| 30D | -0.9% | +5.6% | -6.5% | -1.1% |
| 3M | -4.4% | +7.6% | -12.0% | -4.7% |
| 6M | -13.6% | -17.6% | +4.0% | -13.1% |
| YTD | -6.0% | +15.9% | -21.9% | -6.6% |
| 1Y | +1.8% | +22.4% | -20.6% | +0.9% |
| 3Y | +103.2% | +43.2% | +59.9% | +99.7% |
| 5Y | +119.3% | +21.4% | +98.0% | +115.3% |
| All | +205.0% | +185.6% | +19.4% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 10y: compounded portfolio wealth divided by compounded NXPI 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…
10y analysis · Full analysis span regression · 6 months rolling