+86.0%
NOC vs GH
+480.1%
-394.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -2.7% | -2.1% | -0.6% | -2.6% |
| 30D | -8.9% | -4.5% | -4.4% | -8.8% |
| 3M | -3.7% | +28.9% | -32.6% | -4.5% |
| 6M | -30.8% | +76.5% | -107.3% | -32.1% |
| YTD | -7.9% | +57.6% | -65.6% | -9.5% |
| 1Y | -9.4% | +167.5% | -177.0% | -12.5% |
| 3Y | +29.0% | +377.4% | -348.4% | +20.7% |
| 5Y | +56.1% | +23.8% | +32.2% | +53.7% |
| All | +86.0% | +480.1% | -394.1% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling