+16.0%
GS vs NVMI
+2.8%
+13.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.2% |
| 7D | +5.9% | +1.5% | +4.4% | +5.3% |
| 30D | +4.3% | -4.1% | +8.4% | +5.3% |
| 3M | -11.7% | -22.8% | +11.1% | -5.4% |
| 6M | -3.2% | -36.9% | +33.7% | +7.1% |
| YTD | +5.8% | -3.2% | +9.0% | -2.7% |
| 1Y | +16.0% | +7.1% | +8.9% | +1.9% |
| All | +16.0% | +2.8% | +13.2% | +1.9% |
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