+669.0%
GRMN vs NVMI
+3,158.6%
-2,489.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.7% | +3.9% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | -8.5% | -8.4% | -0.1% | -6.8% |
| 3M | +19.5% | -33.6% | +53.0% | +28.9% |
| 6M | +21.2% | -14.7% | +35.9% | +22.3% |
| YTD | +41.0% | +13.2% | +27.8% | +31.8% |
| 1Y | +19.6% | +29.0% | -9.4% | +7.4% |
| 3Y | +183.8% | +215.0% | -31.2% | +89.9% |
| 5Y | +83.0% | +268.6% | -185.6% | +13.6% |
| All | +669.0% | +3,158.6% | -2,489.6% | +206.0% |
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