-10.5%
NXPI vs GIS
+4.9%
-15.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | 0.0% |
| 7D | +6.8% | -3.4% | +10.1% | +5.6% |
| 30D | +20.0% | +6.9% | +13.2% | +22.7% |
| 3M | +14.8% | -10.1% | +24.9% | +10.4% |
| 6M | -10.5% | +5.9% | -16.3% | -2.9% |
| All | -10.5% | +4.9% | -15.4% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 6mo: compounded portfolio wealth divided by compounded GIS 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…
6mo analysis · Full analysis span regression · 6 months rolling