-2.4%
GFS vs NVMI
+260.1%
-262.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | -1.4% |
| 7D | +1.0% | +6.6% | -5.6% | -2.5% |
| 30D | -8.6% | -7.5% | -1.1% | -4.8% |
| 3M | -46.5% | -28.5% | -18.0% | -36.2% |
| 6M | -4.8% | -15.7% | +10.9% | +4.3% |
| YTD | +29.7% | +13.3% | +16.3% | +22.4% |
| 1Y | +35.8% | +48.3% | -12.4% | +10.8% |
| 3Y | -18.3% | +191.2% | -209.6% | -61.5% |
| All | -2.4% | +260.1% | -262.5% | -58.9% |
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