+15,768.5%
NOC vs GEN
+8,838.9%
+6,929.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.3% |
| 7D | -5.2% | -1.2% | -4.0% | -5.1% |
| 30D | -7.2% | +10.1% | -17.3% | -8.0% |
| 3M | -5.1% | +16.1% | -21.2% | -6.5% |
| 6M | -31.1% | +38.9% | -69.9% | -33.3% |
| YTD | -8.6% | +14.4% | -23.0% | -10.2% |
| 1Y | -9.7% | +5.9% | -15.6% | -10.7% |
| 3Y | +24.3% | +58.8% | -34.5% | +17.6% |
| 5Y | +52.6% | +24.7% | +28.0% | +46.6% |
| 10Y | +183.6% | +163.1% | +20.5% | +149.1% |
| All | +15,768.5% | +8,838.9% | +6,929.6% | +8,831.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling