+28.4%
NOC vs GNRC
+61.6%
-33.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.1% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -9.7% | -15.7% | +6.0% | -9.4% |
| 3M | -5.6% | -27.3% | +21.7% | -5.3% |
| 6M | -28.6% | -12.1% | -16.5% | -29.1% |
| YTD | -7.9% | +37.1% | -45.0% | -10.8% |
| 1Y | -9.5% | -0.5% | -9.1% | -11.5% |
| 3Y | +28.4% | +61.5% | -33.1% | +34.7% |
| All | +28.4% | +61.6% | -33.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling