-15.7%
NXPI vs GLDM
-10.5%
-5.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.8% | -8.6% | -8.3% |
| 7D | -8.1% | +1.9% | -10.0% | -9.3% |
| 30D | 0.0% | -1.7% | +1.7% | +1.2% |
| 3M | +6.2% | -3.5% | +9.8% | +7.6% |
| 6M | -15.7% | -10.1% | -5.7% | -5.7% |
| All | -15.7% | -10.5% | -5.3% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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