+656.2%
GS vs NVMI
+3,090.4%
-2,434.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | +3.4% | +11.7% | -8.3% | +0.1% |
| 30D | +0.2% | -4.0% | +4.2% | +1.1% |
| 3M | -0.3% | -25.8% | +25.4% | +7.2% |
| 6M | +27.4% | -8.3% | +35.7% | +27.4% |
| YTD | +19.6% | +14.8% | +4.8% | +11.6% |
| 1Y | +42.5% | +37.9% | +4.6% | +25.0% |
| 3Y | +240.4% | +216.3% | +24.2% | +117.8% |
| 5Y | +188.9% | +277.2% | -88.3% | +66.6% |
| All | +656.2% | +3,090.4% | -2,434.3% | +153.5% |
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