+139.3%
GS vs NXPI
+21.7%
+117.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.9% |
| 7D | -3.2% | -4.4% | +1.1% | -1.7% |
| 30D | -2.4% | +5.6% | -8.0% | -4.2% |
| 3M | -15.7% | +7.6% | -23.3% | -17.9% |
| 6M | -6.8% | -17.6% | +10.8% | -1.7% |
| YTD | -0.1% | +15.9% | -15.9% | -7.8% |
| 1Y | +12.1% | +22.4% | -10.3% | +1.2% |
| 3Y | +185.8% | +43.2% | +142.5% | +132.5% |
| All | +139.3% | +21.7% | +117.7% | +93.2% |
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