+27.5%
NOC vs GAP
+108.0%
-80.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.6% |
| 7D | -1.6% | -3.2% | +1.6% | -1.6% |
| 30D | -10.4% | -0.7% | -9.7% | -10.4% |
| 3M | -5.6% | -0.5% | -5.1% | -5.6% |
| 6M | -30.4% | -5.0% | -25.4% | -30.4% |
| YTD | -8.5% | -14.7% | +6.2% | -8.5% |
| 1Y | -8.3% | -8.6% | +0.3% | -8.3% |
| All | +27.5% | +108.0% | -80.5% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling