+438.8%
GS vs NOC
+160.0%
+278.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +5.9% | +4.8% | +1.0% | +4.5% |
| 30D | +4.3% | +11.0% | -6.7% | +1.1% |
| 3M | -11.7% | -3.8% | -7.9% | -11.0% |
| 6M | -3.2% | +0.6% | -3.8% | -4.1% |
| YTD | +5.8% | -2.3% | +8.1% | +4.7% |
| 1Y | +16.0% | +0.3% | +15.8% | +13.8% |
| 3Y | +199.8% | +24.6% | +175.1% | +166.5% |
| 5Y | +155.5% | +66.0% | +89.5% | +91.2% |
| All | +438.8% | +160.0% | +278.8% | +238.7% |
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