+1,704.0%
GS vs NOC
+3,019.9%
-1,315.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -3.2% | -5.8% | +2.6% | -1.0% |
| 30D | -2.4% | +10.9% | -13.3% | -6.8% |
| 3M | -15.7% | -7.1% | -8.6% | -13.7% |
| 6M | -6.8% | -5.3% | -1.4% | -5.8% |
| YTD | -0.1% | -6.8% | +6.7% | +0.4% |
| 1Y | +12.1% | -6.7% | +18.8% | +12.5% |
| 3Y | +185.8% | +17.2% | +168.6% | +151.8% |
| 5Y | +140.1% | +56.3% | +83.8% | +77.1% |
| 10Y | +505.2% | +173.7% | +331.5% | +229.1% |
| All | +1,704.0% | +3,019.9% | -1,315.9% | +297.0% |
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