+93.8%
GD vs NVMI
+145.1%
-51.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.4% | -1.3% |
| 7D | -5.0% | +0.3% | -5.3% | -5.0% |
| 30D | +8.9% | -17.1% | +26.0% | +9.9% |
| 3M | -8.0% | -17.9% | +9.8% | -7.2% |
| 6M | +2.9% | -41.4% | +44.3% | +5.3% |
| YTD | +7.1% | -4.6% | +11.7% | +5.3% |
| 1Y | +5.9% | -0.3% | +6.2% | +3.7% |
| 3Y | +53.9% | +214.5% | -160.6% | +33.6% |
| All | +93.8% | +145.1% | -51.3% | +67.9% |
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