+2,494.6%
GPN vs NVMI
+4,238.1%
-1,743.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.8% | +2.0% |
| 7D | -3.5% | +3.8% | -7.3% | -3.9% |
| 30D | +3.1% | -7.6% | +10.7% | +3.9% |
| 3M | +42.3% | -28.0% | +70.3% | +46.2% |
| 6M | +20.9% | -15.3% | +36.2% | +21.4% |
| YTD | +15.2% | +11.5% | +3.8% | +12.0% |
| 1Y | +5.4% | +31.6% | -26.1% | +0.3% |
| 3Y | -27.4% | +207.0% | -234.4% | -38.3% |
| 5Y | -44.2% | +262.8% | -307.0% | -53.8% |
| 10Y | +27.4% | +3,074.6% | -3,047.2% | -12.4% |
| All | +2,494.6% | +4,238.1% | -1,743.5% | +1,392.2% |
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