+82.9%
GPC vs NVMI
+3,108.0%
-3,025.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -1.8% | +3.8% | -5.5% | -2.3% |
| 30D | +0.1% | -7.6% | +7.6% | +1.1% |
| 3M | +37.4% | -28.0% | +65.4% | +42.6% |
| 6M | +25.4% | -15.3% | +40.7% | +25.8% |
| YTD | +12.2% | +11.5% | +0.7% | +6.6% |
| 1Y | -0.3% | +31.6% | -31.9% | -8.8% |
| 3Y | -1.6% | +207.0% | -208.6% | -29.1% |
| 5Y | +31.0% | +262.8% | -231.9% | -12.1% |
| All | +82.9% | +3,108.0% | -3,025.0% | -15.2% |
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