+100.5%
GD vs NVMI
+140.3%
-39.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.3% |
| 7D | +2.7% | +1.5% | +1.2% | +2.6% |
| 30D | +8.6% | -4.1% | +12.7% | +8.7% |
| 3M | -7.1% | -22.8% | +15.7% | -5.9% |
| 6M | +7.5% | -36.9% | +44.3% | +9.5% |
| YTD | +9.9% | -3.2% | +13.1% | +8.0% |
| 1Y | +7.6% | +7.1% | +0.5% | +4.8% |
| 3Y | +56.2% | +181.5% | -125.3% | +36.9% |
| All | +100.5% | +140.3% | -39.8% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling