+66.5%
NOC vs GFS
-11.4%
+77.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | +4.8% | +7.4% | -2.5% | +4.8% |
| 30D | +11.0% | -15.3% | +26.3% | +11.0% |
| 3M | -3.8% | -21.1% | +17.3% | -3.8% |
| 6M | +0.6% | -44.5% | +45.1% | +0.6% |
| YTD | -2.3% | +19.2% | -21.5% | -4.0% |
| 1Y | +0.3% | +27.2% | -27.0% | -1.7% |
| 3Y | +24.6% | -20.1% | +44.7% | +22.9% |
| 5Y | +66.0% | -25.6% | +91.6% | +59.6% |
| All | +66.5% | -11.4% | +77.9% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling