-7.5%
NOC vs GRMN
+40.7%
-48.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.5% | -11.1% | -4.6% |
| 7D | -5.0% | +6.1% | -11.1% | -5.0% |
| 30D | +10.3% | +1.3% | +9.1% | +10.5% |
| 3M | -4.3% | -5.6% | +1.2% | -4.0% |
| 6M | -6.5% | +22.2% | -28.7% | -7.7% |
| YTD | -6.7% | +44.3% | -51.0% | -7.9% |
| 1Y | -7.5% | +43.1% | -50.6% | -8.9% |
| All | -7.5% | +40.7% | -48.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling