+194.0%
GGLL vs NVMI
+239.1%
-45.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.3% |
| 7D | +5.1% | +7.6% | -2.5% | +1.8% |
| 30D | -35.5% | -7.7% | -27.8% | -33.7% |
| 3M | -39.2% | -15.4% | -23.8% | -36.3% |
| 6M | -54.4% | -37.5% | -16.9% | -47.9% |
| YTD | -29.8% | -0.8% | -29.0% | -37.3% |
| 1Y | -20.4% | +2.4% | -22.8% | -30.1% |
| 3Y | +149.7% | +191.5% | -41.7% | +9.1% |
| All | +194.0% | +239.1% | -45.0% | +21.8% |
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 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