+65.4%
NOC vs GME
-49.7%
+115.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +4.5% | +6.0% | -1.5% | +4.6% |
| 30D | +14.1% | -5.9% | +20.0% | +14.0% |
| 3M | -4.5% | +38.2% | -42.6% | -4.3% |
| 6M | -0.8% | +14.5% | -15.3% | -0.7% |
| YTD | -2.5% | +27.6% | -30.1% | -2.4% |
| 1Y | -0.1% | +19.9% | -20.0% | 0.0% |
| 3Y | +24.6% | +104.3% | -79.7% | +23.5% |
| All | +65.4% | -49.7% | +115.2% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling