+131.3%
GLW vs NOC
-9.2%
+140.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +7.8% |
| 7D | +14.0% | -2.7% | +16.7% | +13.0% |
| 30D | +0.4% | -8.9% | +9.2% | -2.5% |
| 3M | -11.3% | -3.7% | -7.7% | -10.7% |
| 6M | +35.1% | -30.8% | +65.9% | +40.7% |
| YTD | +90.5% | -7.9% | +98.5% | +94.4% |
| All | +131.3% | -9.2% | +140.5% | +139.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling