+219.4%
GLDM vs NVMI
+1,011.8%
-792.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -1.5% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | -0.9% | -17.1% | +16.2% | +0.2% |
| 3M | -4.3% | -17.9% | +13.6% | -3.3% |
| 6M | -13.4% | -41.4% | +28.0% | -11.2% |
| YTD | -5.8% | -4.6% | -1.2% | -5.5% |
| 1Y | +2.1% | -0.3% | +2.3% | +2.2% |
| 3Y | +105.0% | +214.5% | -109.4% | +94.3% |
| 5Y | +122.5% | +148.5% | -26.0% | +111.2% |
| All | +219.4% | +1,011.8% | -792.4% | +182.9% |
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