-9.5%
NOC vs GFS
+47.5%
-57.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | +0.1% |
| 7D | +0.8% | +3.8% | -3.1% | +1.0% |
| 30D | -9.7% | -11.7% | +2.0% | -10.3% |
| 3M | -5.6% | -41.8% | +36.1% | -8.3% |
| 6M | -28.6% | +6.6% | -35.2% | -30.4% |
| YTD | -7.9% | +34.6% | -42.5% | -11.4% |
| 1Y | -9.5% | +46.2% | -55.7% | -13.5% |
| All | -9.5% | +47.5% | -57.1% | -13.5% |
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