+200.1%
GDDY vs NVMI
+3,158.6%
-2,958.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.4% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +6.8% | -8.4% | +15.2% | +8.5% |
| 3M | +30.5% | -33.6% | +64.0% | +40.6% |
| 6M | +13.3% | -14.7% | +28.0% | +11.2% |
| YTD | -21.0% | +13.2% | -34.2% | -29.8% |
| 1Y | -34.0% | +29.0% | -63.0% | -44.5% |
| 3Y | +33.1% | +215.0% | -181.9% | -26.1% |
| 5Y | +30.3% | +268.6% | -238.2% | -35.0% |
| All | +200.1% | +3,158.6% | -2,958.5% | -24.1% |
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