+438.8%
GS vs NXPI
+208.4%
+230.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +5.9% | +6.8% | -0.9% | +3.3% |
| 30D | +4.3% | +20.0% | -15.7% | -2.6% |
| 3M | -11.7% | +14.8% | -26.5% | -16.3% |
| 6M | -3.2% | -10.5% | +7.3% | -0.2% |
| YTD | +5.8% | +23.7% | -17.9% | -5.9% |
| 1Y | +16.0% | +34.1% | -18.0% | -0.2% |
| 3Y | +199.8% | +51.2% | +148.5% | +134.3% |
| 5Y | +155.5% | +33.4% | +122.1% | +100.6% |
| All | +438.8% | +208.4% | +230.4% | +171.5% |
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