+478.5%
GS vs NOC
+158.6%
+319.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +3.9% |
| 7D | +0.8% | -2.9% | +3.8% | +1.6% |
| 30D | +1.2% | +12.1% | -10.9% | -2.2% |
| 3M | -12.4% | -5.3% | -7.1% | -11.4% |
| 6M | -2.3% | -1.0% | -1.3% | -2.8% |
| YTD | +4.6% | -4.3% | +8.9% | +4.1% |
| 1Y | +17.5% | -3.6% | +21.2% | +16.6% |
| 3Y | +202.0% | +22.9% | +179.1% | +169.2% |
| 5Y | +152.4% | +60.4% | +92.0% | +91.0% |
| 10Y | +478.5% | +161.3% | +317.3% | +259.4% |
| All | +478.5% | +158.6% | +319.9% | +259.4% |
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