-2.7%
GFS vs NVMI
+265.0%
-267.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.0% |
| 7D | +2.6% | +11.7% | -9.0% | -3.3% |
| 30D | -16.4% | -4.0% | -12.3% | -14.6% |
| 3M | -41.6% | -25.8% | -15.8% | -31.7% |
| 6M | -3.7% | -8.3% | +4.6% | +1.3% |
| YTD | +29.3% | +14.8% | +14.5% | +21.2% |
| 1Y | +37.1% | +37.9% | -0.7% | +16.2% |
| 3Y | -22.1% | +216.3% | -238.4% | -65.2% |
| All | -2.7% | +265.0% | -267.6% | -59.3% |
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