-7.5%
NOC vs FGI
+38.7%
-46.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.0% | +0.5% | -4.5% |
| 7D | -5.0% | +3.3% | -8.3% | -5.0% |
| 30D | +10.3% | -2.0% | +12.4% | +10.3% |
| 3M | -4.3% | +60.3% | -64.6% | -4.2% |
| 6M | -6.5% | +0.7% | -7.3% | -6.6% |
| YTD | -6.7% | +30.2% | -36.9% | -6.9% |
| 1Y | -7.5% | +44.4% | -51.8% | -10.6% |
| All | -7.5% | +38.7% | -46.2% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling