+1,869.7%
NXPI vs GM
+230.9%
+1,638.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.4% |
| 30D | -6.6% | -1.8% | -4.8% | -5.8% |
| 3M | -25.4% | +2.6% | -28.0% | -26.7% |
| 6M | +11.9% | +14.6% | -2.6% | +2.6% |
| YTD | +4.0% | +6.2% | -2.2% | -1.6% |
| 1Y | +1.0% | +48.7% | -47.6% | -21.5% |
| 3Y | +16.3% | +168.3% | -152.0% | -38.0% |
| 5Y | +17.7% | +82.8% | -65.1% | -24.7% |
| 10Y | +195.8% | +226.2% | -30.4% | +13.9% |
| All | +1,869.7% | +230.9% | +1,638.8% | +620.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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