+73.4%
NXPI vs GGLL
+194.0%
-120.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -0.5% | +5.1% | -5.6% | -1.4% |
| 30D | +15.0% | -35.5% | +50.4% | +24.3% |
| 3M | +12.6% | -39.2% | +51.7% | +22.7% |
| 6M | -10.6% | -54.4% | +43.8% | +2.7% |
| YTD | +22.1% | -29.8% | +51.9% | +23.2% |
| 1Y | +29.8% | -20.4% | +50.2% | +25.5% |
| 3Y | +47.8% | +149.7% | -102.0% | -8.7% |
| All | +73.4% | +194.0% | -120.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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