+795.4%
GS vs NXPI
+1,889.2%
-1,093.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +0.9% | +1.9% | -1.0% | +0.3% |
| 30D | -1.6% | -1.4% | -0.1% | -1.2% |
| 3M | -4.5% | -29.1% | +24.6% | +6.1% |
| 6M | +20.9% | +6.2% | +14.7% | +15.8% |
| YTD | +19.9% | +5.9% | +14.0% | +14.5% |
| 1Y | +41.4% | +2.9% | +38.5% | +35.6% |
| 3Y | +239.2% | +14.5% | +224.7% | +204.1% |
| 5Y | +185.0% | +17.1% | +168.0% | +145.4% |
| 10Y | +655.0% | +193.4% | +461.6% | +358.0% |
| All | +795.4% | +1,889.2% | -1,093.7% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling