+12.7%
NOC vs GGLL
+328.7%
-315.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.5% |
| 7D | -5.2% | -4.8% | -0.4% | -5.2% |
| 30D | -7.2% | -13.7% | +6.5% | -7.4% |
| 3M | -5.1% | -21.9% | +16.7% | -5.3% |
| 6M | -31.1% | +11.7% | -42.7% | -30.7% |
| YTD | -8.6% | +2.3% | -10.9% | -8.3% |
| 1Y | -9.7% | +76.2% | -85.9% | -8.2% |
| 3Y | +24.3% | +245.0% | -220.7% | +26.8% |
| All | +12.7% | +328.7% | -315.9% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling