+1,055.2%
GPC vs NVMI
+1,665.9%
-610.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.6% |
| 7D | +0.4% | +1.5% | -1.1% | +0.3% |
| 30D | -6.3% | -4.1% | -2.2% | -6.2% |
| 3M | -8.2% | -22.8% | +14.6% | -6.9% |
| 6M | +27.1% | -36.9% | +64.0% | +29.8% |
| YTD | +3.1% | -3.2% | +6.3% | +2.1% |
| 1Y | +0.1% | +7.1% | -7.0% | -1.7% |
| 3Y | +0.2% | +181.5% | -181.3% | -9.3% |
| 5Y | +4.9% | +141.2% | -136.3% | -4.9% |
| 10Y | +75.2% | +2,463.4% | -2,388.2% | +38.6% |
| All | +1,055.2% | +1,665.9% | -610.7% | +707.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling