+17.2%
NOC vs GD
+55.3%
-38.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.4% |
| 7D | -6.6% | -3.9% | -2.7% | -4.3% |
| 30D | +8.7% | +8.1% | +0.7% | +3.8% |
| 3M | -5.4% | -6.8% | +1.4% | -1.3% |
| 6M | -5.1% | +3.0% | -8.1% | -6.4% |
| YTD | -6.8% | +7.8% | -14.5% | -9.9% |
| 1Y | -6.4% | +5.8% | -12.2% | -8.8% |
| All | +17.2% | +55.3% | -38.1% | -4.6% |
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