+1,345.1%
GS vs NVMI
+1,967.2%
-622.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.7% |
| 7D | +0.9% | +6.6% | -5.7% | 0.0% |
| 30D | -1.6% | -7.5% | +6.0% | -0.6% |
| 3M | -4.5% | -28.5% | +24.0% | -0.6% |
| 6M | +20.9% | -15.7% | +36.6% | +22.7% |
| YTD | +19.9% | +13.3% | +6.6% | +16.8% |
| 1Y | +41.4% | +48.3% | -6.9% | +32.6% |
| 3Y | +239.2% | +191.2% | +47.9% | +186.1% |
| 5Y | +185.0% | +268.7% | -83.6% | +130.6% |
| 10Y | +655.0% | +3,034.8% | -2,379.8% | +376.8% |
| All | +1,345.1% | +1,967.2% | -622.1% | +611.9% |
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 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