+24.3%
GME vs NVMI
+207.9%
-183.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.4% |
| 7D | +10.4% | -0.1% | +10.5% | +10.4% |
| 30D | +14.1% | -8.4% | +22.5% | +16.1% |
| 3M | -4.6% | -33.6% | +28.9% | +3.2% |
| 6M | -13.5% | -14.7% | +1.1% | -13.8% |
| YTD | +5.3% | +13.2% | -7.9% | -5.3% |
| 1Y | -14.9% | +29.0% | -43.9% | -27.1% |
| 3Y | +24.3% | +215.0% | -190.7% | -30.6% |
| All | +24.3% | +207.9% | -183.6% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling