+16.1%
NXPI vs GH
+24.4%
-8.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.5% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -4.3% | -2.6% | -1.7% | -4.0% |
| 3M | -24.7% | +25.1% | -49.8% | -28.5% |
| 6M | +9.7% | +78.5% | -68.7% | -3.5% |
| YTD | +3.8% | +59.4% | -55.6% | -7.0% |
| 1Y | +1.6% | +173.9% | -172.2% | -19.2% |
| 3Y | +16.0% | +382.7% | -366.7% | -22.2% |
| 5Y | +16.1% | +24.4% | -8.3% | -7.4% |
| All | +16.1% | +24.4% | -8.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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