+12.4%
GD vs NVMI
+42.2%
-29.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -3.5% | +11.7% | -15.2% | -3.9% |
| 30D | -9.0% | -4.0% | -5.0% | -8.9% |
| 3M | +5.1% | -25.8% | +30.8% | +5.6% |
| 6M | -1.0% | -8.3% | +7.3% | -3.5% |
| YTD | +7.3% | +14.8% | -7.5% | 0.0% |
| 1Y | +12.4% | +37.9% | -25.4% | +3.0% |
| All | +12.4% | +42.2% | -29.7% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling