-7.8%
GFS vs NVMI
+217.1%
-224.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.5% |
| 7D | +17.2% | +16.9% | +0.3% | +7.6% |
| 30D | -8.7% | -4.3% | -4.5% | -6.5% |
| 3M | -19.7% | -19.3% | -0.4% | -10.3% |
| 6M | -40.7% | -33.6% | -7.1% | -26.7% |
| YTD | +22.5% | -0.2% | +22.8% | +23.4% |
| 1Y | +25.2% | +5.1% | +20.2% | +22.5% |
| 3Y | -17.7% | +193.2% | -210.9% | -62.0% |
| 5Y | -23.5% | +148.6% | -172.2% | -62.5% |
| All | -7.8% | +217.1% | -224.9% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling