+238.0%
GM vs NVMI
+5,351.8%
-5,113.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -2.4% | -0.1% | -2.4% | -2.5% |
| 30D | -1.1% | -8.4% | +7.3% | +1.1% |
| 3M | +6.1% | -33.6% | +39.7% | +17.3% |
| 6M | +15.0% | -14.7% | +29.6% | +16.6% |
| YTD | +6.0% | +13.2% | -7.2% | -2.2% |
| 1Y | +47.1% | +29.0% | +18.1% | +29.0% |
| 3Y | +170.5% | +215.0% | -44.5% | +61.4% |
| 5Y | +80.5% | +268.6% | -188.1% | -0.4% |
| 10Y | +238.7% | +3,124.7% | -2,886.0% | -4.6% |
| All | +238.0% | +5,351.8% | -5,113.7% | -20.5% |
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