+38.4%
GS vs NVMI
+39.5%
-1.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | +3.4% | +11.7% | -8.3% | +0.2% |
| 30D | +0.2% | -4.0% | +4.2% | +1.1% |
| 3M | -0.3% | -25.8% | +25.4% | +6.2% |
| 6M | +27.4% | -8.3% | +35.7% | +25.9% |
| YTD | +19.6% | +14.8% | +4.8% | +11.0% |
| All | +38.4% | +39.5% | -1.1% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling