+1,710.5%
GS vs NOC
+3,021.3%
-1,310.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.4% |
| 7D | -6.3% | -6.6% | +0.3% | -3.8% |
| 30D | -3.1% | +8.7% | -11.9% | -6.7% |
| 3M | -17.7% | -5.4% | -12.3% | -16.4% |
| 6M | -4.6% | -5.1% | +0.6% | -3.7% |
| YTD | +0.3% | -6.8% | +7.1% | +0.8% |
| 1Y | +11.7% | -6.4% | +18.2% | +12.0% |
| 3Y | +183.6% | +17.3% | +166.2% | +149.7% |
| 5Y | +141.0% | +56.3% | +84.6% | +77.7% |
| 10Y | +507.4% | +173.9% | +333.6% | +230.3% |
| All | +1,710.5% | +3,021.3% | -1,310.8% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling