+189.3%
NOC vs GPC
+83.6%
+105.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -1.6% | -0.6% | -0.9% | -1.4% |
| 30D | -10.4% | +1.3% | -11.7% | -10.8% |
| 3M | -5.6% | +37.1% | -42.7% | -13.9% |
| 6M | -30.4% | +23.2% | -53.6% | -34.8% |
| YTD | -8.5% | +13.1% | -21.6% | -12.8% |
| 1Y | -8.3% | +0.9% | -9.2% | -9.8% |
| 3Y | +28.2% | -0.8% | +29.0% | +23.4% |
| 5Y | +56.7% | +31.1% | +25.6% | +34.5% |
| 10Y | +189.3% | +87.4% | +102.0% | +109.4% |
| All | +189.3% | +83.6% | +105.7% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GPC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling