+206.1%
GLD vs NOC
+160.0%
+46.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | +4.8% | -9.4% | -4.9% |
| 30D | -5.5% | +11.0% | -16.5% | -6.1% |
| 3M | -10.9% | -3.8% | -7.1% | -10.8% |
| 6M | -17.4% | +0.6% | -18.1% | -17.6% |
| YTD | -10.3% | -2.3% | -8.0% | -10.1% |
| 1Y | -7.2% | +0.3% | -7.4% | -7.1% |
| 3Y | +96.9% | +24.6% | +72.3% | +95.2% |
| 5Y | +103.8% | +66.0% | +37.8% | +99.9% |
| All | +206.1% | +160.0% | +46.1% | +206.3% |
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