-54.8%
GTLB vs NVMI
+263.8%
-318.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -1.3% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | +15.1% | -8.4% | +23.5% | +18.7% |
| 3M | +65.5% | -33.6% | +99.0% | +88.8% |
| 6M | +102.9% | -14.7% | +117.6% | +96.1% |
| YTD | +25.2% | +13.2% | +12.0% | +1.1% |
| 1Y | -5.5% | +29.0% | -34.5% | -30.8% |
| 3Y | -10.9% | +215.0% | -225.9% | -72.9% |
| All | -54.8% | +263.8% | -318.6% | -87.5% |
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