-2.7%
NOC vs GD
+6.6%
-9.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +0.9% |
| 7D | -2.9% | -3.0% | +0.1% | -0.5% |
| 30D | +12.1% | +9.3% | +2.8% | +4.6% |
| 3M | -5.3% | -7.2% | +1.9% | +0.2% |
| 6M | -1.0% | +5.5% | -6.5% | -4.4% |
| YTD | -4.3% | +9.5% | -13.8% | -9.3% |
| All | -2.7% | +6.6% | -9.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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