0.0%
GPC vs NVMI
+209.6%
-209.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | -0.6% | +6.9% | -7.6% | -1.0% |
| 30D | +1.3% | -2.8% | +4.1% | +1.4% |
| 3M | +37.1% | -27.3% | +64.4% | +38.8% |
| 6M | +23.2% | -13.7% | +36.9% | +22.8% |
| YTD | +13.1% | +13.8% | -0.8% | +10.2% |
| 1Y | +0.9% | +34.9% | -34.0% | -3.4% |
| All | 0.0% | +209.6% | -209.5% | -27.9% |
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 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