+77.2%
NXPI vs GGLL
+217.5%
-140.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.5% |
| 7D | +9.4% | +11.5% | -2.2% | +7.0% |
| 30D | +18.1% | -31.2% | +49.3% | +26.0% |
| 3M | +15.0% | -28.7% | +43.7% | +21.3% |
| 6M | -8.4% | -47.2% | +38.8% | +1.8% |
| YTD | +24.8% | -24.3% | +49.0% | +23.9% |
| 1Y | +33.3% | -12.0% | +45.3% | +26.1% |
| 3Y | +51.0% | +169.6% | -118.6% | -8.1% |
| All | +77.2% | +217.5% | -140.2% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling