+15,768.5%
NOC vs GAP
+2,258.2%
+13,510.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -5.2% | -4.5% | -0.7% | -4.8% |
| 30D | -7.2% | +9.0% | -16.2% | -8.1% |
| 3M | -5.1% | +5.0% | -10.1% | -5.7% |
| 6M | -31.1% | -17.8% | -13.3% | -30.2% |
| YTD | -8.6% | -10.4% | +1.8% | -8.4% |
| 1Y | -9.7% | -3.4% | -6.3% | -10.4% |
| 3Y | +24.3% | +111.5% | -87.2% | +9.3% |
| 5Y | +52.6% | +8.8% | +43.8% | +39.4% |
| 10Y | +183.6% | +32.9% | +150.7% | +132.9% |
| All | +15,768.5% | +2,258.2% | +13,510.2% | +9,044.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling