+700.9%
GLD vs NVMI
+8,778.8%
-8,077.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.1% | +0.2% |
| 7D | -4.6% | +1.5% | -6.1% | -4.6% |
| 30D | -5.5% | -4.1% | -1.4% | -5.4% |
| 3M | -10.9% | -22.8% | +11.8% | -10.7% |
| 6M | -17.4% | -36.9% | +19.5% | -17.2% |
| YTD | -10.3% | -3.2% | -7.1% | -10.2% |
| 1Y | -7.2% | +7.1% | -14.2% | -7.0% |
| 3Y | +96.9% | +181.5% | -84.6% | +97.0% |
| 5Y | +103.8% | +141.2% | -37.5% | +103.7% |
| 10Y | +203.5% | +2,463.4% | -2,259.8% | +207.4% |
| All | +700.9% | +8,778.8% | -8,077.8% | +736.6% |
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 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