+64.3%
NOC vs GD
+100.7%
-36.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.7% |
| 7D | -0.3% | -1.9% | +1.6% | +1.1% |
| 30D | +14.1% | +10.9% | +3.2% | +5.8% |
| 3M | -4.6% | -6.8% | +2.1% | +0.4% |
| 6M | +0.7% | +7.0% | -6.3% | -3.9% |
| YTD | -2.6% | +11.1% | -13.7% | -9.8% |
| 1Y | -1.0% | +7.0% | -8.0% | -5.7% |
| 3Y | +24.5% | +59.9% | -35.4% | -16.5% |
| 5Y | +64.3% | +102.5% | -38.1% | -7.4% |
| All | +64.3% | +100.7% | -36.4% | -7.4% |
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