+867.9%
GLW vs NOC
+186.7%
+681.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +16.9% | -1.6% | +18.5% | +17.3% |
| 30D | +7.0% | -10.4% | +17.4% | +10.0% |
| 3M | -3.0% | -5.6% | +2.6% | -2.4% |
| 6M | +31.0% | -30.4% | +61.4% | +44.6% |
| YTD | +93.4% | -8.5% | +101.9% | +94.5% |
| 1Y | +134.7% | -8.3% | +143.1% | +135.4% |
| 3Y | +471.8% | +28.2% | +443.6% | +391.3% |
| 5Y | +394.5% | +56.7% | +337.7% | +263.7% |
| 10Y | +867.9% | +189.3% | +678.6% | +474.3% |
| All | +867.9% | +186.7% | +681.2% | +474.3% |
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