+162.8%
NOC vs GPC
+85.0%
+77.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +14.1% | -1.8% | +15.9% | +14.5% |
| 3M | -4.6% | -6.6% | +1.9% | -3.1% |
| 6M | +0.7% | +21.3% | -20.6% | -5.2% |
| YTD | -2.6% | +4.3% | -6.9% | -5.3% |
| 1Y | -1.0% | +3.3% | -4.2% | -3.5% |
| 3Y | +24.5% | +0.8% | +23.7% | +18.8% |
| 5Y | +64.3% | +7.4% | +56.9% | +50.4% |
| 10Y | +162.8% | +79.2% | +83.5% | +94.1% |
| All | +162.8% | +85.0% | +77.8% | +94.1% |
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