-9.7%
NOC vs GFS
+37.2%
-46.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.4% |
| 7D | -5.2% | +1.0% | -6.2% | -5.1% |
| 30D | -7.2% | -8.6% | +1.4% | -7.6% |
| 3M | -5.1% | -46.5% | +41.4% | -8.0% |
| 6M | -31.1% | -4.8% | -26.2% | -33.0% |
| YTD | -8.6% | +29.7% | -38.2% | -12.4% |
| 1Y | -9.7% | +35.8% | -45.6% | -13.8% |
| All | -9.7% | +37.2% | -46.9% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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