+152.4%
GS vs NXPI
+25.9%
+126.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.3% | +1.4% | +3.6% |
| 7D | +0.8% | -0.3% | +1.2% | +1.0% |
| 30D | +1.2% | +12.7% | -11.5% | -2.7% |
| 3M | -12.4% | +7.5% | -19.9% | -14.6% |
| 6M | -2.3% | -12.3% | +10.0% | +1.0% |
| YTD | +4.6% | +19.7% | -15.1% | -4.5% |
| 1Y | +17.5% | +27.6% | -10.1% | +4.7% |
| 3Y | +202.0% | +50.0% | +152.1% | +142.0% |
| 5Y | +152.4% | +27.2% | +125.2% | +101.4% |
| All | +152.4% | +25.9% | +126.4% | +101.4% |
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 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