+0.3%
NOC vs GLDM
-8.0%
+8.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.8% | -4.6% | +9.5% | +5.6% |
| 30D | +11.0% | -5.5% | +16.5% | +12.0% |
| 3M | -3.8% | -10.9% | +7.1% | -2.1% |
| 6M | +0.6% | -17.3% | +18.0% | +4.4% |
| YTD | -2.3% | -10.2% | +7.9% | -3.6% |
| 1Y | +0.3% | -6.9% | +7.2% | -1.4% |
| All | +0.3% | -8.0% | +8.2% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling