+56.1%
NOC vs GEN
+22.3%
+33.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -8.9% | +2.6% | -11.5% | -9.1% |
| 3M | -3.7% | +15.8% | -19.5% | -4.9% |
| 6M | -30.8% | +33.1% | -63.9% | -32.7% |
| YTD | -7.9% | +11.3% | -19.2% | -8.9% |
| 1Y | -9.4% | +1.7% | -11.1% | -9.5% |
| 3Y | +29.0% | +58.1% | -29.2% | +21.4% |
| 5Y | +56.1% | +20.6% | +35.4% | +56.5% |
| All | +56.1% | +22.3% | +33.7% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling