-9.0%
NOC vs GAP
-9.4%
+0.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.7% |
| 7D | -1.8% | -6.3% | +4.6% | -1.6% |
| 30D | -9.4% | -0.2% | -9.2% | -9.5% |
| 3M | -3.8% | 0.0% | -3.9% | -4.0% |
| 6M | -28.8% | -8.1% | -20.6% | -28.6% |
| YTD | -7.9% | -16.5% | +8.6% | -7.9% |
| 1Y | -9.0% | -10.5% | +1.4% | -8.5% |
| All | -9.0% | -9.4% | +0.3% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling