+189.8%
NOC vs GFI
+1,066.8%
-877.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.8% | -4.9% | +5.6% | +0.9% |
| 30D | -9.7% | +10.7% | -20.4% | -10.0% |
| 3M | -5.6% | +25.6% | -31.3% | -6.3% |
| 6M | -28.6% | -8.3% | -20.3% | -28.6% |
| YTD | -7.9% | +6.3% | -14.2% | -8.3% |
| 1Y | -9.5% | +22.1% | -31.6% | -10.3% |
| 3Y | +28.4% | +289.2% | -260.8% | +24.3% |
| 5Y | +59.0% | +531.7% | -472.7% | +53.5% |
| All | +189.8% | +1,066.8% | -877.0% | +195.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling