+1,611.7%
NOC vs GME
+1,082.6%
+529.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -5.2% | +7.2% | -12.4% | -5.4% |
| 30D | -7.2% | +0.8% | -8.0% | -7.2% |
| 3M | -5.1% | -14.0% | +8.9% | -4.8% |
| 6M | -31.1% | -19.7% | -11.3% | -30.7% |
| YTD | -8.6% | -4.6% | -4.0% | -8.6% |
| 1Y | -9.7% | -14.3% | +4.6% | -9.5% |
| 3Y | +24.3% | +4.0% | +20.3% | +18.7% |
| 5Y | +52.6% | -62.2% | +114.8% | +47.3% |
| 10Y | +183.6% | +241.4% | -57.8% | +72.5% |
| All | +1,611.7% | +1,082.6% | +529.1% | +765.2% |
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 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