+2,064.0%
GS vs NOC
+2,960.3%
-896.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.1% |
| 7D | +0.9% | -5.2% | +6.1% | +3.1% |
| 30D | -1.6% | -7.2% | +5.6% | +1.2% |
| 3M | -4.5% | -5.1% | +0.6% | -3.1% |
| 6M | +20.9% | -31.1% | +51.9% | +39.4% |
| YTD | +19.9% | -8.6% | +28.5% | +22.0% |
| 1Y | +41.4% | -9.7% | +51.1% | +44.2% |
| 3Y | +239.2% | +24.3% | +214.9% | +190.4% |
| 5Y | +185.0% | +52.6% | +132.4% | +112.5% |
| 10Y | +655.0% | +183.6% | +471.4% | +304.8% |
| All | +2,064.0% | +2,960.3% | -896.3% | +382.2% |
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 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