-25.2%
GIS vs NOC
+57.3%
-82.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -8.4% | -1.8% | -6.6% | -8.1% |
| 30D | -5.2% | -9.4% | +4.3% | -3.2% |
| 3M | +8.2% | -3.8% | +12.0% | +8.9% |
| 6M | -12.0% | -28.8% | +16.7% | -5.5% |
| YTD | -18.9% | -7.9% | -11.0% | -18.2% |
| 1Y | -23.6% | -9.0% | -14.6% | -22.8% |
| 3Y | -37.6% | +29.1% | -66.7% | -43.0% |
| 5Y | -25.2% | +58.9% | -84.1% | -36.7% |
| All | -25.2% | +57.3% | -82.5% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling