+30.7%
NXPI vs GTLB
-49.8%
+80.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.0% |
| 7D | +0.7% | -4.1% | +4.7% | +1.4% |
| 30D | -4.2% | +12.3% | -16.5% | -6.5% |
| 3M | -20.4% | +65.9% | -86.3% | -28.3% |
| 6M | +12.5% | +104.0% | -91.5% | -4.2% |
| YTD | +5.2% | +26.0% | -20.8% | -1.8% |
| 1Y | +5.1% | -3.5% | +8.6% | +3.1% |
| 3Y | +17.7% | -9.6% | +27.3% | +11.8% |
| All | +30.7% | -49.8% | +80.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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