+328.4%
GGLL vs NVMI
+292.6%
+35.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | +1.9% | +11.7% | -9.8% | -2.6% |
| 30D | -9.7% | -4.0% | -5.7% | -8.9% |
| 3M | -18.0% | -25.8% | +7.7% | -10.1% |
| 6M | +15.3% | -8.3% | +23.6% | +12.4% |
| YTD | +2.2% | +14.8% | -12.6% | -12.7% |
| 1Y | +73.1% | +37.9% | +35.2% | +35.1% |
| 3Y | +242.7% | +216.3% | +26.4% | +49.3% |
| All | +328.4% | +292.6% | +35.8% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling