+97.4%
NOC vs GH
+446.7%
-349.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +0.3% |
| 7D | +4.8% | +0.6% | +4.3% | +4.8% |
| 30D | +11.0% | -6.9% | +18.0% | +11.2% |
| 3M | -3.8% | -4.9% | +1.1% | -3.8% |
| 6M | +0.6% | +54.1% | -53.4% | -0.9% |
| YTD | -2.3% | +48.5% | -50.8% | -3.8% |
| 1Y | +0.3% | +61.2% | -60.9% | -1.6% |
| 3Y | +24.6% | +570.3% | -545.7% | +15.1% |
| 5Y | +66.0% | +46.1% | +19.8% | +61.2% |
| All | +97.4% | +446.7% | -349.3% | +62.8% |
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