-7.5%
NOC vs GME
+15.0%
-22.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -4.1% |
| 7D | -5.0% | +7.8% | -12.7% | -4.1% |
| 30D | +10.3% | -0.4% | +10.7% | +10.3% |
| 3M | -4.3% | +30.9% | -35.2% | -1.9% |
| 6M | -6.5% | +5.5% | -12.0% | -5.3% |
| YTD | -6.7% | +25.2% | -31.9% | -3.8% |
| 1Y | -7.5% | +14.4% | -21.9% | -5.8% |
| All | -7.5% | +15.0% | -22.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling