+231.1%
GM vs NOC
+192.5%
+38.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | -1.1% | -9.7% | +8.6% | +1.4% |
| 3M | +6.1% | -5.6% | +11.8% | +7.3% |
| 6M | +15.0% | -28.6% | +43.5% | +24.7% |
| YTD | +6.0% | -7.9% | +13.9% | +7.1% |
| 1Y | +47.1% | -9.5% | +56.6% | +49.0% |
| 3Y | +170.5% | +28.4% | +142.1% | +140.2% |
| 5Y | +80.5% | +59.0% | +21.5% | +42.0% |
| All | +231.1% | +192.5% | +38.6% | +136.7% |
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 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