+211.4%
NXPI vs GAP
+28.3%
+183.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.3% | +0.9% |
| 7D | -2.3% | -3.2% | +0.9% | -1.5% |
| 30D | -4.3% | -0.7% | -3.6% | -4.6% |
| 3M | -24.7% | -0.5% | -24.2% | -25.2% |
| 6M | +9.7% | -5.0% | +14.7% | +9.4% |
| YTD | +3.8% | -14.7% | +18.4% | +5.9% |
| 1Y | +1.6% | -8.6% | +10.3% | +1.4% |
| 3Y | +16.0% | +108.4% | -92.3% | -13.5% |
| 5Y | +16.1% | +5.8% | +10.3% | -2.8% |
| 10Y | +211.4% | +29.6% | +181.7% | +116.2% |
| All | +211.4% | +28.3% | +183.1% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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