+65.6%
NOC vs GRMN
+119.4%
-53.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.2% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | +14.1% | +3.5% | +10.5% | +13.9% |
| 3M | -4.5% | -7.3% | +2.9% | -4.1% |
| 6M | -0.8% | +21.8% | -22.5% | -2.1% |
| YTD | -2.5% | +42.8% | -45.3% | -4.9% |
| 1Y | -0.1% | +46.5% | -46.6% | -2.6% |
| 3Y | +24.6% | +158.3% | -133.7% | +12.6% |
| 5Y | +65.6% | +122.6% | -57.0% | +52.3% |
| All | +65.6% | +119.4% | -53.8% | +52.3% |
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 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