+151.2%
GE vs NOC
+159.4%
-8.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.3% |
| 7D | +5.1% | +4.5% | +0.6% | +3.5% |
| 30D | +7.6% | +14.1% | -6.5% | +2.2% |
| 3M | -9.3% | -4.5% | -4.8% | -8.1% |
| 6M | +11.5% | -0.8% | +12.3% | +11.2% |
| YTD | +7.9% | -2.5% | +10.4% | +7.6% |
| 1Y | +7.6% | -0.1% | +7.7% | +6.4% |
| 3Y | +265.9% | +24.6% | +241.2% | +223.4% |
| 5Y | +405.9% | +65.6% | +340.3% | +266.2% |
| All | +151.2% | +159.4% | -8.2% | +60.1% |
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