-27.4%
GFS vs NVMI
+154.1%
-181.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +1.5% |
| 7D | -5.3% | +7.6% | -12.9% | -8.9% |
| 30D | -15.8% | -7.7% | -8.1% | -12.1% |
| 3M | -18.6% | -15.4% | -3.3% | -11.4% |
| 6M | -45.0% | -37.5% | -7.5% | -29.9% |
| YTD | +16.8% | -0.8% | +17.6% | +18.0% |
| 1Y | +17.8% | +2.4% | +15.4% | +16.8% |
| 3Y | -21.5% | +191.5% | -213.0% | -63.7% |
| All | -27.4% | +154.1% | -181.6% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling