+1,463.7%
GIS vs NOC
+16,574.2%
-15,110.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -8.3% | -2.7% | -5.6% | -7.8% |
| 30D | +2.2% | -8.9% | +11.0% | +3.9% |
| 3M | +15.7% | -3.7% | +19.4% | +16.3% |
| 6M | -12.0% | -30.8% | +18.8% | -6.2% |
| YTD | -15.0% | -7.9% | -7.0% | -14.2% |
| 1Y | -20.1% | -9.4% | -10.7% | -19.2% |
| 3Y | -34.6% | +29.0% | -63.6% | -38.4% |
| 5Y | -22.8% | +56.1% | -78.9% | -30.3% |
| 10Y | -18.5% | +186.3% | -204.8% | -34.6% |
| All | +1,463.7% | +16,574.2% | -15,110.5% | +606.2% |
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