+159.7%
GILD vs NOC
+192.5%
-32.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | +5.8% | -9.7% | +15.5% | +8.3% |
| 3M | +14.9% | -5.6% | +20.6% | +16.3% |
| 6M | -0.4% | -28.6% | +28.2% | +7.6% |
| YTD | +18.5% | -7.9% | +26.4% | +20.0% |
| 1Y | +25.1% | -9.5% | +34.6% | +27.0% |
| 3Y | +105.9% | +28.4% | +77.5% | +88.5% |
| 5Y | +143.0% | +59.0% | +84.0% | +105.5% |
| All | +159.7% | +192.5% | -32.8% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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