-0.8%
GFS vs NVMI
+254.2%
-255.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.1% |
| 7D | +3.2% | +3.8% | -0.6% | +1.1% |
| 30D | -9.6% | -7.6% | -2.0% | -5.8% |
| 3M | -38.5% | -28.0% | -10.5% | -26.9% |
| 6M | -1.3% | -15.3% | +14.0% | +8.0% |
| YTD | +31.8% | +11.5% | +20.3% | +25.4% |
| 1Y | +44.6% | +31.6% | +13.0% | +25.4% |
| 3Y | -20.6% | +207.0% | -227.6% | -64.0% |
| All | -0.8% | +254.2% | -255.0% | -57.9% |
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 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