+2,184.7%
NOC vs GRMN
+6,655.2%
-4,470.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -5.2% | -2.9% | -2.3% | -4.8% |
| 30D | -7.2% | -8.4% | +1.2% | -6.0% |
| 3M | -5.1% | +15.0% | -20.1% | -7.4% |
| 6M | -31.1% | +11.2% | -42.3% | -32.5% |
| YTD | -8.6% | +37.7% | -46.3% | -13.5% |
| 1Y | -9.7% | +18.5% | -28.2% | -12.7% |
| 3Y | +24.3% | +175.8% | -151.5% | +3.1% |
| 5Y | +52.6% | +75.1% | -22.5% | +34.8% |
| 10Y | +183.6% | +637.0% | -453.4% | +100.4% |
| All | +2,184.7% | +6,655.2% | -4,470.5% | +1,270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling