+2,076.7%
NXPI vs GIS
+77.9%
+1,998.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | +9.4% | -8.1% | +17.4% | +10.7% |
| 30D | +18.1% | +5.3% | +12.8% | +16.9% |
| 3M | +15.0% | -10.5% | +25.6% | +16.6% |
| 6M | -8.4% | +1.8% | -10.2% | -9.7% |
| YTD | +24.8% | -22.9% | +47.7% | +29.6% |
| 1Y | +33.3% | -22.9% | +56.2% | +38.3% |
| 3Y | +51.0% | -40.5% | +91.5% | +63.4% |
| 5Y | +34.5% | -34.9% | +69.4% | +38.6% |
| 10Y | +211.8% | -19.0% | +230.8% | +186.7% |
| All | +2,076.7% | +77.9% | +1,998.7% | +1,056.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling