+34.5%
NXPI vs GAP
+3.6%
+30.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | +9.4% | -5.2% | +14.5% | +10.8% |
| 30D | +18.1% | -6.9% | +25.0% | +20.2% |
| 3M | +15.0% | +5.7% | +9.3% | +12.6% |
| 6M | -8.4% | +0.9% | -9.4% | -10.0% |
| YTD | +24.8% | -14.5% | +39.2% | +27.1% |
| 1Y | +33.3% | -12.1% | +45.4% | +34.4% |
| 3Y | +51.0% | +72.2% | -21.2% | +16.7% |
| 5Y | +34.5% | +4.5% | +30.0% | +1.3% |
| All | +34.5% | +3.6% | +30.9% | +1.3% |
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