+2,373.5%
GFI vs NVMI
+1,965.6%
+407.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.8% | -1.3% |
| 7D | -4.9% | -0.1% | -4.8% | -4.8% |
| 30D | +10.7% | -8.4% | +19.1% | +11.1% |
| 3M | +25.6% | -33.6% | +59.2% | +27.7% |
| 6M | -8.3% | -14.7% | +6.4% | -7.7% |
| YTD | +6.3% | +13.2% | -6.9% | +5.8% |
| 1Y | +22.1% | +29.0% | -6.9% | +20.9% |
| 3Y | +289.2% | +215.0% | +74.2% | +270.5% |
| 5Y | +531.7% | +268.6% | +263.1% | +495.2% |
| 10Y | +1,043.8% | +3,124.7% | -2,080.9% | +910.8% |
| All | +2,373.5% | +1,965.6% | +407.9% | +2,442.6% |
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