+225.5%
GWW vs NVMI
+261.9%
-36.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -1.9% | -8.4% | +6.5% | -0.9% |
| 3M | -2.4% | -33.6% | +31.2% | +2.3% |
| 6M | +15.7% | -14.7% | +30.4% | +16.2% |
| YTD | +27.6% | +13.2% | +14.4% | +22.6% |
| 1Y | +27.2% | +29.0% | -1.8% | +19.3% |
| 3Y | +89.7% | +215.0% | -125.3% | +43.2% |
| All | +225.5% | +261.9% | -36.4% | +130.1% |
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 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