+17.2%
GFS vs NVMI
+3.4%
+13.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +1.8% |
| 7D | -5.3% | +7.6% | -12.9% | -9.8% |
| 30D | -15.8% | -7.7% | -8.1% | -11.3% |
| 3M | -18.6% | -15.4% | -3.3% | -9.9% |
| 6M | -45.0% | -37.5% | -7.5% | -26.1% |
| YTD | +16.8% | -0.8% | +17.6% | +26.8% |
| All | +17.2% | +3.4% | +13.8% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling