+1,258.3%
NOC vs GNRC
+2,020.8%
-762.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.2% | +1.0% |
| 7D | -1.8% | -0.7% | -1.0% | -1.7% |
| 30D | -9.4% | -15.8% | +6.4% | -7.6% |
| 3M | -3.8% | -24.0% | +20.2% | -1.3% |
| 6M | -28.8% | -13.8% | -15.0% | -28.5% |
| YTD | -7.9% | +33.2% | -41.1% | -13.1% |
| 1Y | -9.0% | -1.8% | -7.2% | -11.1% |
| 3Y | +29.1% | +57.7% | -28.7% | +15.3% |
| 5Y | +58.9% | -59.7% | +118.7% | +68.0% |
| 10Y | +191.2% | +430.7% | -239.5% | +76.8% |
| All | +1,258.3% | +2,020.8% | -762.5% | +528.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling