+25.7%
GPN vs NVMI
+3,158.6%
-3,132.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | 0.0% | -8.4% | +8.4% | +1.9% |
| 3M | +35.8% | -33.6% | +69.4% | +47.6% |
| 6M | +22.0% | -14.7% | +36.7% | +22.1% |
| YTD | +15.2% | +13.2% | +2.0% | +5.4% |
| 1Y | +3.5% | +29.0% | -25.5% | -9.9% |
| 3Y | -26.9% | +215.0% | -241.9% | -56.5% |
| 5Y | -44.2% | +268.6% | -312.8% | -70.2% |
| All | +25.7% | +3,158.6% | -3,132.9% | -66.6% |
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