+24.6%
NOC vs GME
+106.8%
-82.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.3% |
| 7D | +4.8% | +2.9% | +1.9% | +4.9% |
| 30D | +11.0% | -4.8% | +15.8% | +11.0% |
| 3M | -3.8% | +39.2% | -43.0% | -3.2% |
| 6M | +0.6% | +17.1% | -16.4% | +1.0% |
| YTD | -2.3% | +28.7% | -31.0% | -1.8% |
| 1Y | +0.3% | +23.3% | -23.1% | +0.7% |
| 3Y | +24.6% | +112.9% | -88.3% | +29.2% |
| All | +24.6% | +106.8% | -82.2% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling