+29.0%
NOC vs GPC
-2.2%
+31.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.1% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -8.9% | -0.4% | -8.5% | -8.8% |
| 3M | -3.7% | +39.2% | -42.9% | -7.9% |
| 6M | -30.8% | +18.2% | -49.0% | -32.5% |
| YTD | -7.9% | +12.1% | -20.0% | -10.1% |
| 1Y | -9.4% | -0.7% | -8.8% | -10.2% |
| 3Y | +29.0% | -1.7% | +30.6% | +24.9% |
| All | +29.0% | -2.2% | +31.2% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling