+1,104.7%
NXPI vs GWRE
+749.2%
+355.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.7% | +1.5% |
| 7D | -2.3% | -26.2% | +23.9% | +7.2% |
| 30D | -4.3% | -17.8% | +13.4% | +0.5% |
| 3M | -24.7% | +14.2% | -38.9% | -31.8% |
| 6M | +9.7% | -12.9% | +22.6% | +7.1% |
| YTD | +3.8% | -29.2% | +33.0% | +9.0% |
| 1Y | +1.6% | -44.4% | +46.0% | +18.1% |
| 3Y | +16.0% | +51.1% | -35.0% | -17.8% |
| 5Y | +16.1% | +16.5% | -0.4% | -10.5% |
| 10Y | +211.4% | +131.6% | +79.8% | +76.2% |
| All | +1,104.7% | +749.2% | +355.5% | +421.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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