+692.8%
GOOGL vs NOC
+160.0%
+532.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.9% | +4.8% | -1.0% | +3.0% |
| 30D | -14.9% | +11.0% | -26.0% | -16.7% |
| 3M | -14.6% | -3.8% | -10.8% | -14.2% |
| 6M | -26.4% | +0.6% | -27.1% | -26.9% |
| YTD | -5.3% | -2.3% | -3.0% | -5.9% |
| 1Y | +6.5% | +0.3% | +6.2% | +5.2% |
| 3Y | +126.0% | +24.6% | +101.4% | +108.5% |
| 5Y | +100.8% | +66.0% | +34.8% | +63.7% |
| All | +692.8% | +160.0% | +532.8% | +457.7% |
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