+132.5%
GOOGL vs NOC
+55.2%
+77.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | -1.9% | -1.6% | -0.3% | -1.8% |
| 30D | -7.5% | -10.4% | +2.9% | -7.3% |
| 3M | -9.2% | -5.6% | -3.6% | -9.1% |
| 6M | +8.1% | -30.4% | +38.5% | +8.1% |
| YTD | +5.8% | -8.5% | +14.3% | +5.8% |
| 1Y | +38.3% | -8.3% | +46.7% | +38.2% |
| 3Y | +144.8% | +28.2% | +116.5% | +139.6% |
| 5Y | +132.5% | +56.7% | +75.8% | +111.9% |
| All | +132.5% | +55.2% | +77.4% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling