+57.8%
GGLL vs NVMI
+38.3%
+19.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.7% | -4.3% |
| 7D | -3.9% | +6.9% | -10.8% | -5.6% |
| 30D | -15.4% | -2.8% | -12.5% | -15.1% |
| 3M | -21.9% | -27.3% | +5.4% | -15.9% |
| 6M | +4.5% | -13.7% | +18.2% | +2.8% |
| YTD | -2.4% | +13.8% | -16.3% | -20.8% |
| 1Y | +57.8% | +34.9% | +22.9% | +11.7% |
| All | +57.8% | +38.3% | +19.5% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling