+16.4%
NXPI vs GAP
+11.7%
+4.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.7% | +1.7% | -1.1% | +0.2% |
| 30D | -6.6% | +9.3% | -15.9% | -9.3% |
| 3M | -25.4% | +6.1% | -31.5% | -27.2% |
| 6M | +11.9% | -2.3% | +14.2% | +10.8% |
| YTD | +4.0% | -10.6% | +14.6% | +5.0% |
| 1Y | +1.0% | -4.4% | +5.5% | -0.5% |
| 3Y | +16.3% | +118.3% | -102.0% | -17.1% |
| All | +16.4% | +11.7% | +4.7% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling