+56.7%
NOC vs GRMN
+75.7%
-19.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | -10.4% | -13.1% | +2.7% | -9.6% |
| 3M | -5.6% | +14.9% | -20.5% | -6.6% |
| 6M | -30.4% | +13.1% | -43.5% | -31.1% |
| YTD | -8.5% | +35.3% | -43.8% | -10.5% |
| 1Y | -8.3% | +16.0% | -24.3% | -9.5% |
| 3Y | +28.2% | +179.6% | -151.4% | +13.6% |
| 5Y | +56.7% | +75.0% | -18.3% | +48.8% |
| All | +56.7% | +75.7% | -19.0% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling