+199.8%
GS vs NVMI
+183.9%
+15.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.1% |
| 7D | +5.9% | +1.5% | +4.4% | +5.4% |
| 30D | +4.3% | -4.1% | +8.4% | +5.1% |
| 3M | -11.7% | -22.8% | +11.1% | -6.3% |
| 6M | -3.2% | -36.9% | +33.7% | +6.4% |
| YTD | +5.8% | -3.2% | +9.0% | +3.7% |
| 1Y | +16.0% | +7.1% | +8.9% | +10.9% |
| 3Y | +199.8% | +181.5% | +18.3% | +105.7% |
| All | +199.8% | +183.9% | +15.9% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling