+197.7%
GS vs NOC
+24.3%
+173.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.4% |
| 7D | +1.6% | -0.3% | +1.9% | +1.5% |
| 30D | +1.7% | +14.1% | -12.5% | +1.3% |
| 3M | -11.6% | -4.6% | -7.0% | -11.5% |
| 6M | -1.9% | +0.7% | -2.6% | -2.0% |
| YTD | +5.1% | -2.6% | +7.7% | +4.6% |
| 1Y | +16.4% | -1.0% | +17.4% | +15.8% |
| All | +197.7% | +24.3% | +173.4% | +184.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling