+39.4%
GOOGL vs NOC
-7.7%
+47.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -2.8% | -1.8% | -1.1% | -2.8% |
| 30D | -3.2% | -9.4% | +6.3% | -3.0% |
| 3M | -6.6% | -3.8% | -2.8% | -6.5% |
| 6M | +8.5% | -28.8% | +37.2% | +6.4% |
| YTD | +6.5% | -7.9% | +14.3% | +7.2% |
| 1Y | +39.4% | -9.0% | +48.5% | +40.6% |
| All | +39.4% | -7.7% | +47.1% | +40.6% |
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