+27.5%
NOC vs GME
+11.4%
+16.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.5% |
| 7D | -1.6% | +4.8% | -6.4% | -1.5% |
| 30D | -10.4% | +5.9% | -16.2% | -10.3% |
| 3M | -5.6% | -10.7% | +5.1% | -5.7% |
| 6M | -30.4% | -19.8% | -10.6% | -30.6% |
| YTD | -8.5% | -0.9% | -7.5% | -8.4% |
| 1Y | -8.3% | -15.7% | +7.3% | -8.4% |
| All | +27.5% | +11.4% | +16.1% | +34.4% |
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