+200.5%
NXPI vs GPC
+93.7%
+106.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +2.1% |
| 7D | -0.3% | +0.8% | -1.2% | -0.7% |
| 30D | +12.7% | -1.1% | +13.8% | +13.0% |
| 3M | +7.5% | -6.6% | +14.1% | +10.8% |
| 6M | -12.3% | +22.2% | -34.6% | -23.4% |
| YTD | +19.7% | +5.1% | +14.6% | +11.7% |
| 1Y | +27.6% | +2.8% | +24.8% | +20.4% |
| 3Y | +50.0% | +2.4% | +47.6% | +35.0% |
| 5Y | +27.2% | +7.8% | +19.4% | +10.0% |
| 10Y | +200.5% | +87.2% | +113.3% | +94.8% |
| All | +200.5% | +93.7% | +106.8% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling