+189.8%
NOC vs GME
+285.6%
-95.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | 0.0% |
| 7D | +0.8% | +10.4% | -9.6% | +0.7% |
| 30D | -9.7% | +14.1% | -23.8% | -9.7% |
| 3M | -5.6% | -4.6% | -1.0% | -5.6% |
| 6M | -28.6% | -13.5% | -15.0% | -28.5% |
| YTD | -7.9% | +5.3% | -13.2% | -7.9% |
| 1Y | -9.5% | -14.9% | +5.4% | -9.5% |
| 3Y | +28.4% | +24.3% | +4.1% | +27.0% |
| 5Y | +59.0% | -55.6% | +114.5% | +57.7% |
| All | +189.8% | +285.6% | -95.8% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling