+45.4%
NXPI vs GFS
-11.4%
+56.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.6% |
| 7D | +6.8% | +7.4% | -0.6% | +2.8% |
| 30D | +20.0% | -15.3% | +35.3% | +29.8% |
| 3M | +14.8% | -21.1% | +35.9% | +27.9% |
| 6M | -10.5% | -44.5% | +34.0% | +17.3% |
| YTD | +23.7% | +19.2% | +4.5% | +4.3% |
| 1Y | +34.1% | +27.2% | +6.8% | +8.9% |
| 3Y | +51.2% | -20.1% | +71.4% | +51.4% |
| 5Y | +33.4% | -25.6% | +59.0% | +34.8% |
| All | +45.4% | -11.4% | +56.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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