-9.7%
NOC vs GFI
+45.3%
-55.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | -5.2% | +3.1% | -8.3% | -5.3% |
| 30D | -7.2% | +27.1% | -34.3% | -8.7% |
| 3M | -5.1% | +21.2% | -26.3% | -6.6% |
| 6M | -31.1% | -4.5% | -26.6% | -31.6% |
| YTD | -8.6% | +11.7% | -20.3% | -9.5% |
| 1Y | -9.7% | +46.0% | -55.8% | -10.8% |
| All | -9.7% | +45.3% | -55.0% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling