+206.1%
GLD vs NVMI
+2,494.8%
-2,288.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.1% | +0.3% |
| 7D | -4.6% | +1.5% | -6.1% | -4.7% |
| 30D | -5.5% | -4.1% | -1.4% | -5.3% |
| 3M | -10.9% | -22.8% | +11.8% | -9.9% |
| 6M | -17.4% | -36.9% | +19.5% | -15.9% |
| YTD | -10.3% | -3.2% | -7.1% | -10.1% |
| 1Y | -7.2% | +7.1% | -14.2% | -7.2% |
| 3Y | +96.9% | +181.5% | -84.6% | +89.8% |
| 5Y | +103.8% | +141.2% | -37.5% | +96.0% |
| All | +206.1% | +2,494.8% | -2,288.6% | +181.2% |
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