+17.2%
NOC vs GGLL
+154.9%
-137.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -5.8% | +3.1% | -8.9% | -5.7% |
| 30D | +10.9% | -36.3% | +47.2% | +9.6% |
| 3M | -7.1% | -40.4% | +33.3% | -8.3% |
| 6M | -5.3% | -54.6% | +49.3% | -7.2% |
| YTD | -6.8% | -31.1% | +24.3% | -7.1% |
| 1Y | -6.7% | -19.2% | +12.5% | -6.3% |
| 3Y | +17.2% | +151.5% | -134.3% | +24.9% |
| All | +17.2% | +154.9% | -137.8% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling