+56.7%
NOC vs GD
+94.5%
-37.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -5.8% | -5.0% | -0.9% | -2.2% |
| 30D | +10.9% | +8.9% | +2.0% | +4.2% |
| 3M | -7.1% | -8.0% | +0.9% | -1.2% |
| 6M | -5.3% | +2.9% | -8.2% | -7.1% |
| YTD | -6.8% | +7.1% | -13.9% | -11.3% |
| 1Y | -6.7% | +5.9% | -12.6% | -10.5% |
| 3Y | +17.2% | +53.9% | -36.7% | -19.1% |
| All | +56.7% | +94.5% | -37.8% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling