-1.2%
NOC vs FGI
+50.2%
-51.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.4% | +0.4% |
| 7D | +4.9% | +6.9% | -2.0% | +4.9% |
| 30D | +13.6% | +3.9% | +9.7% | +13.6% |
| 3M | -3.9% | +74.3% | -78.1% | -3.8% |
| 6M | +1.4% | +28.9% | -27.5% | +1.5% |
| YTD | -2.2% | +39.1% | -41.3% | -2.4% |
| 1Y | -1.2% | +49.3% | -50.5% | -2.6% |
| All | -1.2% | +50.2% | -51.4% | -2.6% |
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