+46.9%
NOC vs FGI
-70.0%
+117.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | +14.1% | -3.4% | +17.5% | +14.1% |
| 3M | -4.6% | +61.8% | -66.4% | -5.3% |
| 6M | +0.7% | +17.0% | -16.3% | +0.2% |
| YTD | -2.6% | +31.4% | -34.0% | -3.7% |
| 1Y | -1.0% | +42.7% | -43.6% | -2.4% |
| 3Y | +24.5% | -0.1% | +24.6% | +21.6% |
| All | +46.9% | -70.0% | +117.0% | +46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling