+99.6%
NOC vs GLDM
+225.0%
-125.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.4% |
| 7D | -2.9% | +5.0% | -7.9% | -3.7% |
| 30D | +12.1% | -1.3% | +13.4% | +12.3% |
| 3M | -5.3% | -4.7% | -0.6% | -4.7% |
| 6M | -1.0% | -12.4% | +11.4% | +1.0% |
| YTD | -4.3% | -4.1% | -0.3% | -4.0% |
| 1Y | -3.6% | +3.3% | -7.0% | -4.5% |
| 3Y | +22.9% | +110.9% | -88.0% | +10.3% |
| 5Y | +60.4% | +124.8% | -64.4% | +42.0% |
| All | +99.6% | +225.0% | -125.5% | +74.5% |
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