-17.4%
GIS vs NVMI
-11.6%
-5.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.4% | +7.6% | +4.7% |
| 7D | +8.5% | -11.8% | +20.2% | +5.9% |
| 30D | +15.3% | -24.8% | +40.1% | +9.7% |
| 3M | +0.9% | -28.6% | +29.5% | -4.4% |
| 6M | +7.9% | -40.0% | +47.9% | +0.4% |
| YTD | -17.6% | -10.1% | -7.5% | -16.9% |
| 1Y | -17.4% | -9.8% | -7.6% | -16.3% |
| All | -17.4% | -11.6% | -5.8% | -16.3% |
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