+52.3%
GM vs NOC
-10.0%
+62.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | +1.7% | -5.2% | +6.9% | +2.1% |
| 30D | -1.6% | -7.2% | +5.6% | -1.1% |
| 3M | +5.7% | -5.1% | +10.8% | +6.1% |
| 6M | +12.2% | -31.1% | +43.2% | +14.8% |
| YTD | +8.4% | -8.6% | +17.0% | +9.5% |
| 1Y | +52.3% | -9.7% | +62.0% | +51.6% |
| All | +52.3% | -10.0% | +62.3% | +51.6% |
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