+103.3%
NOC vs GLDM
+204.0%
-100.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.1% |
| 7D | +4.5% | -5.5% | +10.0% | +5.4% |
| 30D | +14.1% | -7.0% | +21.1% | +15.3% |
| 3M | -4.5% | -12.3% | +7.8% | -2.6% |
| 6M | -0.8% | -17.9% | +17.2% | +2.2% |
| YTD | -2.5% | -10.3% | +7.8% | -1.3% |
| 1Y | -0.1% | -7.8% | +7.7% | +0.8% |
| 3Y | +24.6% | +99.5% | -74.9% | +12.8% |
| 5Y | +65.6% | +106.5% | -40.9% | +48.3% |
| All | +103.3% | +204.0% | -100.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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