-7.3%
GFS vs NVMI
+229.6%
-236.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +3.0% |
| 7D | +6.2% | +15.3% | -9.1% | -1.5% |
| 30D | -11.4% | +0.1% | -11.4% | -11.2% |
| 3M | -15.5% | -14.0% | -1.5% | -8.7% |
| 6M | -42.6% | -35.2% | -7.4% | -28.3% |
| YTD | +23.2% | +3.7% | +19.5% | +21.6% |
| 1Y | +23.6% | +10.3% | +13.3% | +17.9% |
| 3Y | -17.2% | +204.8% | -222.0% | -62.5% |
| 5Y | -23.4% | +158.9% | -182.3% | -63.2% |
| All | -7.3% | +229.6% | -236.9% | -59.2% |
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