-55.4%
GTLB vs NVMI
+265.8%
-321.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.4% |
| 7D | -6.6% | +6.9% | -13.5% | -9.1% |
| 30D | +13.7% | -2.8% | +16.6% | +14.5% |
| 3M | +52.9% | -27.3% | +80.2% | +67.3% |
| 6M | +88.5% | -13.7% | +102.2% | +81.2% |
| YTD | +23.4% | +13.8% | +9.6% | -0.5% |
| 1Y | -3.8% | +34.9% | -38.7% | -31.2% |
| 3Y | -11.5% | +213.5% | -225.0% | -72.8% |
| All | -55.4% | +265.8% | -321.2% | -87.7% |
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