+230.7%
GM vs NOC
+1,151.1%
-920.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -1.1% | -1.6% | +0.5% | -0.5% |
| 30D | -4.6% | -10.4% | +5.8% | -0.8% |
| 3M | +0.2% | -5.6% | +5.8% | +1.9% |
| 6M | +12.6% | -30.4% | +43.0% | +27.9% |
| YTD | +3.7% | -8.5% | +12.2% | +5.4% |
| 1Y | +45.6% | -8.3% | +54.0% | +47.5% |
| 3Y | +162.0% | +28.2% | +133.8% | +121.3% |
| 5Y | +80.5% | +56.7% | +23.8% | +30.7% |
| 10Y | +231.3% | +189.3% | +42.0% | +51.0% |
| All | +230.7% | +1,151.1% | -920.4% | -59.9% |
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