-21.1%
GIS vs NVMI
+3,158.6%
-3,179.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -6.4% | -0.1% | -6.3% | -6.4% |
| 30D | -6.1% | -8.4% | +2.3% | -6.3% |
| 3M | +7.8% | -33.6% | +41.4% | +6.8% |
| 6M | -8.8% | -14.7% | +5.9% | -9.1% |
| YTD | -19.1% | +13.2% | -32.3% | -19.1% |
| 1Y | -24.8% | +29.0% | -53.8% | -24.7% |
| 3Y | -37.6% | +215.0% | -252.5% | -38.7% |
| 5Y | -25.4% | +268.6% | -294.0% | -28.0% |
| All | -21.1% | +3,158.6% | -3,179.7% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling