+58.9%
NOC vs GH
+21.3%
+37.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | -1.8% | -1.2% | -0.5% | -1.8% |
| 30D | -9.4% | -3.7% | -5.8% | -9.4% |
| 3M | -3.8% | +21.7% | -25.5% | -3.9% |
| 6M | -28.8% | +75.7% | -104.5% | -28.8% |
| YTD | -7.9% | +55.7% | -63.6% | -8.0% |
| 1Y | -9.0% | +181.1% | -190.2% | -9.0% |
| 3Y | +29.1% | +371.6% | -342.6% | +29.0% |
| 5Y | +58.9% | +23.2% | +35.8% | +52.6% |
| All | +58.9% | +21.3% | +37.7% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling