+2,312.9%
GD vs NVMI
+1,967.2%
+345.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.1% |
| 7D | -5.3% | +6.6% | -11.9% | -5.6% |
| 30D | -6.4% | -7.5% | +1.1% | -6.1% |
| 3M | +5.7% | -28.5% | +34.2% | +7.4% |
| 6M | -0.9% | -15.7% | +14.8% | -0.7% |
| YTD | +8.2% | +13.3% | -5.2% | +6.4% |
| 1Y | +13.4% | +48.3% | -34.9% | +9.5% |
| 3Y | +68.5% | +191.2% | -122.8% | +53.7% |
| 5Y | +97.2% | +268.7% | -171.5% | +75.5% |
| 10Y | +190.2% | +3,034.8% | -2,844.6% | +127.7% |
| All | +2,312.9% | +1,967.2% | +345.7% | +1,581.6% |
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