+157.4%
NOC vs GPC
+74.9%
+82.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | +11.0% | -6.3% | +17.3% | +12.8% |
| 3M | -3.8% | -8.2% | +4.4% | -1.8% |
| 6M | +0.6% | +27.1% | -26.4% | -6.5% |
| YTD | -2.3% | +3.1% | -5.4% | -4.7% |
| 1Y | +0.3% | +0.1% | +0.2% | -1.4% |
| 3Y | +24.6% | +0.2% | +24.4% | +19.1% |
| 5Y | +66.0% | +4.9% | +61.1% | +53.1% |
| All | +157.4% | +74.9% | +82.5% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling