+1,725.2%
NOC vs GME
+1,481.4%
+243.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +4.5% | +6.0% | -1.5% | +4.4% |
| 30D | +14.1% | -5.9% | +20.0% | +14.2% |
| 3M | -4.5% | +38.2% | -42.6% | -5.4% |
| 6M | -0.8% | +14.5% | -15.3% | -1.3% |
| YTD | -2.5% | +27.6% | -30.1% | -3.4% |
| 1Y | -0.1% | +19.9% | -20.0% | -0.9% |
| 3Y | +24.6% | +104.3% | -79.7% | +16.4% |
| 5Y | +65.6% | -49.3% | +114.9% | +58.6% |
| 10Y | +160.5% | +473.0% | -312.5% | +52.4% |
| All | +1,725.2% | +1,481.4% | +243.9% | +814.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling