+39.4%
GM vs NOC
-7.1%
+46.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.2% | +4.8% |
| 7D | +12.1% | -5.0% | +17.0% | +12.3% |
| 30D | +15.2% | +10.3% | +4.9% | +13.8% |
| 3M | +4.9% | -4.3% | +9.2% | +4.9% |
| 6M | +22.6% | -6.5% | +29.1% | +23.0% |
| YTD | +14.4% | -6.7% | +21.2% | +14.0% |
| 1Y | +39.4% | -7.5% | +46.9% | +38.8% |
| All | +39.4% | -7.1% | +46.5% | +38.8% |
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