+516.1%
GFI vs NVMI
+261.9%
+254.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +13.2% | -8.4% | +21.6% | +14.6% |
| 3M | +28.5% | -33.6% | +62.0% | +35.6% |
| 6M | -6.2% | -14.7% | +8.5% | -4.4% |
| YTD | +8.7% | +13.2% | -4.5% | +8.2% |
| 1Y | +24.8% | +29.0% | -4.2% | +22.9% |
| 3Y | +298.0% | +215.0% | +83.0% | +249.9% |
| All | +516.1% | +261.9% | +254.2% | +429.6% |
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 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