+2,883.5%
GE vs NOC
+16,458.4%
-13,574.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.9% |
| 7D | -1.6% | -5.2% | +3.6% | 0.0% |
| 30D | -11.6% | -7.2% | -4.4% | -9.5% |
| 3M | +3.0% | -5.1% | +8.1% | +4.5% |
| 6M | -0.5% | -31.1% | +30.5% | +11.5% |
| YTD | +9.7% | -8.6% | +18.3% | +12.2% |
| 1Y | +20.0% | -9.7% | +29.8% | +23.1% |
| 3Y | +275.8% | +24.3% | +251.6% | +240.7% |
| 5Y | +429.1% | +52.6% | +376.4% | +337.3% |
| 10Y | +151.2% | +183.6% | -32.4% | +70.6% |
| All | +2,883.5% | +16,458.4% | -13,574.8% | +779.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling