+20.5%
NOC vs GGLL
+210.8%
-190.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | +4.8% | +7.7% | -2.8% | +5.0% |
| 30D | +11.0% | -30.2% | +41.3% | +10.5% |
| 3M | -3.8% | -31.3% | +27.5% | -4.3% |
| 6M | +0.6% | -52.1% | +52.7% | -0.4% |
| YTD | -2.3% | -25.9% | +23.6% | -2.4% |
| 1Y | +0.3% | -8.5% | +8.7% | +0.7% |
| 3Y | +24.6% | +165.5% | -140.9% | +26.5% |
| All | +20.5% | +210.8% | -190.3% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling