+157.4%
NOC vs GAP
+1.5%
+155.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +4.8% | -1.9% | +6.8% | +5.0% |
| 30D | +11.0% | -7.1% | +18.1% | +11.5% |
| 3M | -3.8% | +4.1% | -7.9% | -4.2% |
| 6M | +0.6% | +1.9% | -1.3% | +0.1% |
| YTD | -2.3% | -15.2% | +12.9% | -1.9% |
| 1Y | +0.3% | -10.6% | +10.9% | +0.2% |
| 3Y | +24.6% | +74.6% | -50.0% | +14.3% |
| 5Y | +66.0% | +3.7% | +62.3% | +56.6% |
| All | +157.4% | +1.5% | +155.9% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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