+140.0%
GLD vs NVMI
+274.3%
-134.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +0.1% | +6.9% | -6.8% | -0.3% |
| 30D | +0.2% | -2.8% | +3.0% | +0.3% |
| 3M | +3.2% | -27.3% | +30.6% | +4.9% |
| 6M | -14.6% | -13.7% | -1.0% | -14.2% |
| YTD | +1.8% | +13.8% | -12.1% | +1.4% |
| 1Y | +20.7% | +34.9% | -14.1% | +19.6% |
| 3Y | +126.5% | +213.5% | -87.0% | +117.3% |
| 5Y | +140.0% | +272.5% | -132.4% | +125.7% |
| All | +140.0% | +274.3% | -134.3% | +125.7% |
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