+213.3%
GLD vs NOC
+187.2%
+26.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +0.7% | -2.7% | +3.4% | +0.9% |
| 30D | +0.3% | -8.9% | +9.2% | +0.9% |
| 3M | +0.6% | -3.7% | +4.3% | +0.8% |
| 6M | -15.6% | -30.8% | +15.2% | -13.8% |
| YTD | +0.9% | -7.9% | +8.8% | +1.5% |
| 1Y | +19.4% | -9.4% | +28.8% | +20.3% |
| 3Y | +124.5% | +29.0% | +95.5% | +122.9% |
| 5Y | +138.9% | +56.1% | +82.9% | +135.6% |
| 10Y | +213.3% | +186.3% | +27.0% | +207.9% |
| All | +213.3% | +187.2% | +26.1% | +207.9% |
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