+104.1%
GLD vs NXPI
+31.5%
+72.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -4.6% | +6.8% | -11.3% | -4.9% |
| 30D | -5.5% | +20.0% | -25.5% | -6.4% |
| 3M | -10.9% | +14.8% | -25.7% | -11.6% |
| 6M | -17.4% | -10.5% | -7.0% | -17.2% |
| YTD | -10.3% | +23.7% | -34.0% | -11.2% |
| 1Y | -7.2% | +34.1% | -41.2% | -8.4% |
| 3Y | +96.9% | +51.2% | +45.7% | +92.5% |
| All | +104.1% | +31.5% | +72.6% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling