+16,877.1%
NOC vs GEN
+8,834.5%
+8,042.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | +4.9% | -0.8% | +5.7% | +4.9% |
| 30D | +13.6% | +31.2% | -17.6% | +10.7% |
| 3M | -3.9% | +6.1% | -9.9% | -4.7% |
| 6M | +1.4% | +38.1% | -36.7% | -2.0% |
| YTD | -2.2% | +14.4% | -16.6% | -4.2% |
| 1Y | -1.2% | +15.1% | -16.3% | -3.3% |
| 3Y | +25.0% | +68.5% | -43.5% | +17.5% |
| 5Y | +66.0% | +35.8% | +30.2% | +57.8% |
| 10Y | +161.4% | +155.4% | +6.0% | +129.6% |
| All | +16,877.1% | +8,834.5% | +8,042.7% | +9,427.8% |
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