+2,895.1%
GE vs NOC
+17,539.7%
-14,644.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | +9.6% | +14.1% | -4.5% | +4.9% |
| 3M | -7.7% | -4.6% | -3.1% | -6.7% |
| 6M | +14.0% | +0.7% | +13.3% | +13.1% |
| YTD | +10.2% | -2.6% | +12.8% | +10.1% |
| 1Y | +8.9% | -1.0% | +9.9% | +8.2% |
| 3Y | +273.7% | +24.5% | +249.2% | +239.1% |
| 5Y | +410.2% | +64.3% | +345.9% | +311.4% |
| 10Y | +157.4% | +162.8% | -5.3% | +78.1% |
| All | +2,895.1% | +17,539.7% | -14,644.6% | +763.1% |
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 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