+1,104.7%
GS vs NVMI
+1,639.9%
-535.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -1.9% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -2.4% | -17.1% | +14.7% | -0.1% |
| 3M | -15.7% | -17.9% | +2.1% | -13.8% |
| 6M | -6.8% | -41.4% | +34.6% | -0.8% |
| YTD | -0.1% | -4.6% | +4.6% | -0.5% |
| 1Y | +12.1% | -0.3% | +12.4% | +10.8% |
| 3Y | +185.8% | +214.5% | -28.7% | +138.9% |
| 5Y | +140.1% | +148.5% | -8.4% | +104.0% |
| 10Y | +505.2% | +2,435.9% | -1,930.6% | +292.0% |
| All | +1,104.7% | +1,639.9% | -535.2% | +506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling