+152.0%
GE vs NOC
+160.0%
-8.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.7% | +4.8% | -2.2% | +0.9% |
| 30D | +8.1% | +11.0% | -3.0% | +3.7% |
| 3M | -7.9% | -3.8% | -4.1% | -6.9% |
| 6M | +12.9% | +0.6% | +12.3% | +11.9% |
| YTD | +8.2% | -2.3% | +10.5% | +7.8% |
| 1Y | +9.7% | +0.3% | +9.4% | +8.3% |
| 3Y | +266.1% | +24.6% | +241.5% | +223.6% |
| 5Y | +407.4% | +66.0% | +341.4% | +266.9% |
| All | +152.0% | +160.0% | -8.1% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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