+11.7%
NOC vs GLXY
+7.0%
+4.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | -0.5% |
| 7D | -1.6% | +4.5% | -6.1% | -1.6% |
| 30D | -10.4% | +28.8% | -39.2% | -10.6% |
| 3M | -5.6% | -23.0% | +17.4% | -5.2% |
| 6M | -30.4% | +17.0% | -47.4% | -30.8% |
| YTD | -8.5% | +12.5% | -21.0% | -9.0% |
| 1Y | -8.3% | -5.4% | -3.0% | -8.0% |
| All | +11.7% | +7.0% | +4.7% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling