+816.6%
GLD vs NVMI
+10,293.9%
-9,477.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.9% |
| 7D | -0.5% | +6.6% | -7.1% | -0.6% |
| 30D | +4.4% | -7.5% | +11.9% | +4.5% |
| 3M | -1.1% | -28.5% | +27.4% | -0.9% |
| 6M | -13.8% | -15.7% | +2.0% | -13.7% |
| YTD | +2.6% | +13.3% | -10.7% | +2.7% |
| 1Y | +24.5% | +48.3% | -23.8% | +24.5% |
| 3Y | +125.8% | +191.2% | -65.4% | +125.6% |
| 5Y | +137.8% | +268.7% | -130.9% | +137.5% |
| 10Y | +221.4% | +3,034.8% | -2,813.4% | +225.2% |
| All | +816.6% | +10,293.9% | -9,477.3% | +856.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling