+25.6%
NOC vs GD
+68.4%
-42.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.4% |
| 7D | -5.2% | -5.3% | +0.1% | -1.9% |
| 30D | -7.2% | -6.4% | -0.8% | -3.1% |
| 3M | -5.1% | +5.7% | -10.8% | -8.0% |
| 6M | -31.1% | -0.9% | -30.1% | -30.4% |
| YTD | -8.6% | +8.2% | -16.7% | -12.4% |
| 1Y | -9.7% | +13.4% | -23.2% | -15.9% |
| All | +25.6% | +68.4% | -42.8% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling