+16.8%
NOC vs GLXY
-38.3%
+55.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.2% | -3.5% | +2.7% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +12.1% | -28.6% | +40.8% | +12.2% |
| 3M | -5.3% | -28.1% | +22.8% | -5.3% |
| 6M | -1.0% | -52.0% | +51.0% | -0.6% |
| YTD | -4.3% | -35.1% | +30.8% | -4.8% |
| 1Y | -3.6% | -54.0% | +50.4% | -3.9% |
| All | +16.8% | -38.3% | +55.1% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling