+31.1%
GPC vs NVMI
+274.3%
-243.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | -0.6% | +6.9% | -7.6% | -1.3% |
| 30D | +1.3% | -2.8% | +4.1% | +1.5% |
| 3M | +37.1% | -27.3% | +64.4% | +40.5% |
| 6M | +23.2% | -13.7% | +36.9% | +23.0% |
| YTD | +13.1% | +13.8% | -0.8% | +8.5% |
| 1Y | +0.9% | +34.9% | -34.0% | -5.9% |
| 3Y | -0.8% | +213.5% | -214.3% | -25.6% |
| 5Y | +31.1% | +272.5% | -241.4% | -3.9% |
| All | +31.1% | +274.3% | -243.2% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling