+188.9%
GS vs NVMI
+265.1%
-76.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +3.4% | +11.7% | -8.3% | +0.4% |
| 30D | +0.2% | -4.0% | +4.2% | +1.0% |
| 3M | -0.3% | -25.8% | +25.4% | +6.4% |
| 6M | +27.4% | -8.3% | +35.7% | +27.5% |
| YTD | +19.6% | +14.8% | +4.8% | +12.6% |
| 1Y | +42.5% | +37.9% | +4.6% | +27.1% |
| 3Y | +240.4% | +216.3% | +24.2% | +131.5% |
| 5Y | +188.9% | +277.2% | -88.3% | +83.2% |
| All | +188.9% | +265.1% | -76.2% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling