+225.3%
GLDM vs NVMI
+1,083.0%
-857.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.5% | +1.5% |
| 7D | +5.0% | +9.6% | -4.6% | +4.3% |
| 30D | -1.3% | -5.6% | +4.3% | -1.0% |
| 3M | -4.7% | -15.2% | +10.5% | -3.9% |
| 6M | -12.4% | -36.1% | +23.7% | -10.6% |
| YTD | -4.1% | +1.5% | -5.5% | -4.1% |
| 1Y | +3.3% | +8.3% | -5.0% | +3.0% |
| 3Y | +110.9% | +212.6% | -101.7% | +99.7% |
| 5Y | +124.8% | +158.4% | -33.6% | +112.8% |
| All | +225.3% | +1,083.0% | -857.6% | +187.1% |
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 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