-7.5%
NOC vs GLXY
-57.6%
+50.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -17.0% | +12.5% | -4.6% |
| 7D | -5.0% | -26.8% | +21.9% | -5.1% |
| 30D | +10.3% | -38.3% | +48.7% | +10.3% |
| 3M | -4.3% | -36.9% | +32.6% | -4.4% |
| 6M | -6.5% | -52.1% | +45.6% | -6.3% |
| YTD | -6.7% | -37.5% | +30.8% | -7.8% |
| 1Y | -7.5% | -55.2% | +47.7% | -8.1% |
| All | -7.5% | -57.6% | +50.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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