+185.7%
GS vs NOC
+53.6%
+132.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | +0.9% | -5.2% | +6.1% | +1.3% |
| 30D | -1.6% | -7.2% | +5.6% | -1.1% |
| 3M | -4.5% | -5.1% | +0.6% | -4.2% |
| 6M | +20.9% | -31.1% | +51.9% | +24.5% |
| YTD | +19.9% | -8.6% | +28.5% | +20.0% |
| 1Y | +41.4% | -9.7% | +51.1% | +41.7% |
| 3Y | +239.2% | +24.3% | +214.9% | +225.5% |
| All | +185.7% | +53.6% | +132.1% | +151.4% |
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 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