+17.2%
NOC vs GLDM
+104.2%
-87.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -5.8% | +4.7% | -10.5% | -6.6% |
| 30D | +10.9% | -0.9% | +11.8% | +11.0% |
| 3M | -7.1% | -4.3% | -2.8% | -6.6% |
| 6M | -5.3% | -13.4% | +8.1% | -2.8% |
| YTD | -6.8% | -5.8% | -1.0% | -6.4% |
| 1Y | -6.7% | +2.1% | -8.8% | -7.8% |
| 3Y | +17.2% | +105.0% | -87.8% | +3.9% |
| All | +17.2% | +104.2% | -87.0% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling