+135.6%
NXPI vs GLDM
+248.1%
-112.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | -1.4% | +4.4% | -5.8% | -2.5% |
| 3M | -29.1% | -1.1% | -28.0% | -29.0% |
| 6M | +6.2% | -13.7% | +19.9% | +9.2% |
| YTD | +5.9% | +2.8% | +3.1% | +4.7% |
| 1Y | +2.9% | +24.8% | -22.0% | -2.8% |
| 3Y | +14.5% | +127.8% | -113.3% | -7.2% |
| 5Y | +17.1% | +141.1% | -124.1% | -8.1% |
| All | +135.6% | +248.1% | -112.6% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling