-18.0%
GIS vs NOC
-10.0%
-8.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.2% |
| 7D | -7.8% | -5.2% | -2.7% | -7.3% |
| 30D | +6.6% | -7.2% | +13.8% | +7.4% |
| 3M | +21.0% | -5.1% | +26.1% | +21.7% |
| 6M | -9.1% | -31.1% | +22.0% | -6.0% |
| YTD | -13.6% | -8.6% | -5.0% | -12.9% |
| 1Y | -18.0% | -9.7% | -8.3% | -18.9% |
| All | -18.0% | -10.0% | -8.0% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling