-6.8%
GS vs NVMI
-41.5%
+34.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -3.3% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -2.4% | -17.1% | +14.7% | +2.2% |
| 3M | -15.7% | -17.9% | +2.1% | -11.8% |
| 6M | -6.8% | -41.4% | +34.6% | +3.3% |
| All | -6.8% | -41.5% | +34.7% | +3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling