+189.8%
NOC vs GRMN
+646.1%
-456.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.8% | -1.8% | 0.0% | -1.4% |
| 30D | -9.4% | -12.1% | +2.6% | -7.2% |
| 3M | -3.8% | +18.0% | -21.8% | -7.5% |
| 6M | -28.8% | +13.7% | -42.5% | -31.1% |
| YTD | -7.9% | +35.3% | -43.2% | -14.4% |
| 1Y | -9.0% | +17.2% | -26.3% | -13.0% |
| 3Y | +29.1% | +179.6% | -150.6% | -7.0% |
| 5Y | +58.9% | +75.6% | -16.6% | +33.6% |
| All | +189.8% | +646.1% | -456.2% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling