+64.3%
NOC vs GLDM
+116.0%
-51.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.2% |
| 7D | -0.3% | +2.9% | -3.2% | -0.8% |
| 30D | +14.1% | -3.9% | +18.0% | +14.9% |
| 3M | -4.6% | -8.1% | +3.5% | -3.3% |
| 6M | +0.7% | -14.7% | +15.4% | +3.6% |
| YTD | -2.6% | -6.6% | +4.0% | -2.0% |
| 1Y | -1.0% | -2.1% | +1.1% | -1.2% |
| 3Y | +24.5% | +107.7% | -83.2% | +9.0% |
| 5Y | +64.3% | +116.5% | -52.2% | +34.9% |
| All | +64.3% | +116.0% | -51.7% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling