-21.1%
GIS vs NOC
+192.5%
-213.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.4% | +0.8% | -7.1% | -6.5% |
| 30D | -6.1% | -9.7% | +3.6% | -3.9% |
| 3M | +7.8% | -5.6% | +13.5% | +9.1% |
| 6M | -8.8% | -28.6% | +19.8% | -1.6% |
| YTD | -19.1% | -7.9% | -11.2% | -18.3% |
| 1Y | -24.8% | -9.5% | -15.2% | -23.7% |
| 3Y | -37.6% | +28.4% | -65.9% | -42.7% |
| 5Y | -25.4% | +59.0% | -84.4% | -35.9% |
| All | -21.1% | +192.5% | -213.6% | -39.4% |
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