+281.8%
GE vs NOC
+26.5%
+255.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +1.2% | -2.7% | +3.8% | +1.6% |
| 30D | -9.5% | -8.9% | -0.6% | -8.0% |
| 3M | +4.1% | -3.7% | +7.8% | +4.8% |
| 6M | +3.9% | -30.8% | +34.7% | +9.1% |
| YTD | +9.0% | -7.9% | +17.0% | +11.2% |
| 1Y | +21.9% | -9.4% | +31.4% | +24.5% |
| 3Y | +281.8% | +29.0% | +252.8% | +284.0% |
| All | +281.8% | +26.5% | +255.3% | +284.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling