+56.1%
NOC vs GPC
+29.0%
+27.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.2% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -8.9% | -0.4% | -8.5% | -8.8% |
| 3M | -3.7% | +39.2% | -42.9% | -9.3% |
| 6M | -30.8% | +18.2% | -49.0% | -33.0% |
| YTD | -7.9% | +12.1% | -20.0% | -10.6% |
| 1Y | -9.4% | -0.7% | -8.8% | -10.1% |
| 3Y | +29.0% | -1.7% | +30.6% | +26.3% |
| 5Y | +56.1% | +29.3% | +26.8% | +43.3% |
| All | +56.1% | +29.0% | +27.0% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling