+4.0%
GPC vs NVMI
+140.3%
-136.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.7% |
| 7D | +0.4% | +1.5% | -1.1% | +0.3% |
| 30D | -6.3% | -4.1% | -2.2% | -6.1% |
| 3M | -8.2% | -22.8% | +14.6% | -6.2% |
| 6M | +27.1% | -36.9% | +64.0% | +31.2% |
| YTD | +3.1% | -3.2% | +6.3% | +0.1% |
| 1Y | +0.1% | +7.1% | -7.0% | -4.3% |
| 3Y | +0.2% | +181.5% | -181.3% | -25.8% |
| All | +4.0% | +140.3% | -136.3% | -23.3% |
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