-6.0%
GAP vs NVMI
+1,995.1%
-2,001.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.4% |
| 7D | +1.7% | +11.7% | -10.0% | +0.4% |
| 30D | +9.3% | -4.0% | +13.4% | +9.6% |
| 3M | +6.1% | -25.8% | +31.9% | +9.0% |
| 6M | -2.3% | -8.3% | +6.0% | -2.6% |
| YTD | -10.6% | +14.8% | -25.4% | -13.5% |
| 1Y | -4.4% | +37.9% | -42.3% | -9.7% |
| 3Y | +118.3% | +216.3% | -98.0% | +85.0% |
| 5Y | +12.2% | +277.2% | -265.0% | -7.0% |
| 10Y | +33.7% | +3,074.3% | -3,040.6% | -8.3% |
| All | -6.0% | +1,995.1% | -2,001.0% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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