+86.1%
NOC vs GH
+467.1%
-381.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.8% | -2.5% | +3.3% | +0.8% |
| 30D | -9.7% | -4.7% | -5.0% | -9.6% |
| 3M | -5.6% | +20.2% | -25.9% | -6.3% |
| 6M | -28.6% | +78.8% | -107.4% | -30.0% |
| YTD | -7.9% | +54.1% | -62.0% | -9.3% |
| 1Y | -9.5% | +177.1% | -186.6% | -12.7% |
| 3Y | +28.4% | +371.6% | -343.3% | +20.2% |
| 5Y | +59.0% | +21.9% | +37.0% | +56.5% |
| All | +86.1% | +467.1% | -381.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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