+210.8%
GGLL vs NVMI
+230.9%
-20.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.0% |
| 7D | +7.7% | +1.5% | +6.2% | +6.9% |
| 30D | -30.2% | -4.1% | -26.1% | -29.4% |
| 3M | -31.3% | -22.8% | -8.5% | -25.3% |
| 6M | -52.1% | -36.9% | -15.2% | -45.7% |
| YTD | -25.9% | -3.2% | -22.6% | -33.2% |
| 1Y | -8.5% | +7.1% | -15.5% | -21.6% |
| 3Y | +165.5% | +181.5% | -15.9% | +17.9% |
| All | +210.8% | +230.9% | -20.1% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling