+190.6%
GD vs NVMI
+3,055.7%
-2,865.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -3.5% | +11.7% | -15.2% | -4.8% |
| 30D | -9.0% | -4.0% | -5.0% | -8.7% |
| 3M | +5.1% | -25.8% | +30.8% | +8.0% |
| 6M | -1.0% | -8.3% | +7.3% | -1.8% |
| YTD | +7.3% | +14.8% | -7.5% | +2.7% |
| 1Y | +12.4% | +37.9% | -25.4% | +4.5% |
| 3Y | +73.7% | +216.3% | -142.6% | +35.0% |
| 5Y | +93.8% | +277.2% | -183.4% | +40.1% |
| 10Y | +190.6% | +3,074.3% | -2,883.7% | +43.7% |
| All | +190.6% | +3,055.7% | -2,865.1% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling