+189.8%
NOC vs GDDY
+207.2%
-17.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | +0.8% | -3.2% | +4.0% | +1.1% |
| 30D | -9.7% | +6.8% | -16.5% | -10.6% |
| 3M | -5.6% | +30.5% | -36.1% | -9.6% |
| 6M | -28.6% | +13.3% | -41.9% | -30.6% |
| YTD | -7.9% | -21.0% | +13.1% | -6.0% |
| 1Y | -9.5% | -34.0% | +24.5% | -5.2% |
| 3Y | +28.4% | +33.1% | -4.7% | +18.3% |
| 5Y | +59.0% | +30.3% | +28.6% | +43.9% |
| All | +189.8% | +207.2% | -17.4% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling