-17.7%
GGLL vs NVMI
+8.1%
-25.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.3% | +3.4% |
| 7D | +2.9% | +15.3% | -12.4% | +0.1% |
| 30D | -33.1% | +0.1% | -33.2% | -33.2% |
| 3M | -31.2% | -14.0% | -17.2% | -29.8% |
| 6M | -49.4% | -35.2% | -14.1% | -45.4% |
| YTD | -26.8% | +3.7% | -30.6% | -39.6% |
| 1Y | -17.7% | +10.3% | -28.0% | -36.3% |
| All | -17.7% | +8.1% | -25.8% | -36.3% |
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 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