-20.1%
GFS vs NVMI
+183.9%
-204.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.3% |
| 7D | +7.4% | +1.5% | +5.9% | +6.6% |
| 30D | -15.3% | -4.1% | -11.2% | -13.3% |
| 3M | -21.1% | -22.8% | +1.7% | -11.2% |
| 6M | -44.5% | -36.9% | -7.6% | -31.3% |
| YTD | +19.2% | -3.2% | +22.4% | +25.4% |
| 1Y | +27.2% | +7.1% | +20.2% | +28.7% |
| 3Y | -20.1% | +181.5% | -201.6% | -60.6% |
| All | -20.1% | +183.9% | -204.0% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling