+223.9%
NXPI vs GFI
+1,066.8%
-842.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.6% |
| 7D | +3.9% | -4.9% | +8.7% | +4.3% |
| 30D | +1.4% | +10.7% | -9.4% | +0.3% |
| 3M | -21.5% | +25.6% | -47.2% | -23.4% |
| 6M | +19.4% | -8.3% | +27.7% | +19.4% |
| YTD | +9.9% | +6.3% | +3.6% | +8.4% |
| 1Y | +7.9% | +22.1% | -14.2% | +4.9% |
| 3Y | +22.7% | +289.2% | -266.5% | +6.2% |
| 5Y | +22.1% | +531.7% | -509.6% | -1.1% |
| All | +223.9% | +1,066.8% | -842.9% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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