+2,058.7%
NXPI vs GIS
+82.2%
+1,976.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.2% |
| 7D | +6.8% | -3.4% | +10.1% | +7.3% |
| 30D | +20.0% | +6.9% | +13.2% | +18.6% |
| 3M | +14.8% | -10.1% | +24.9% | +16.3% |
| 6M | -10.5% | +5.9% | -16.3% | -12.3% |
| YTD | +23.7% | -21.1% | +44.8% | +28.1% |
| 1Y | +34.1% | -22.5% | +56.6% | +39.1% |
| 3Y | +51.2% | -39.0% | +90.2% | +63.1% |
| 5Y | +33.4% | -33.3% | +66.8% | +36.9% |
| 10Y | +209.2% | -17.0% | +226.3% | +183.3% |
| All | +2,058.7% | +82.2% | +1,976.6% | +1,043.3% |
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