+15,768.5%
NOC vs GPC
+2,341.8%
+13,426.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | -5.2% | +1.2% | -6.4% | -5.6% |
| 30D | -7.2% | +6.0% | -13.2% | -9.1% |
| 3M | -5.1% | +42.6% | -47.7% | -16.2% |
| 6M | -31.1% | +22.8% | -53.8% | -36.3% |
| YTD | -8.6% | +15.5% | -24.0% | -14.3% |
| 1Y | -9.7% | +2.0% | -11.8% | -11.9% |
| 3Y | +24.3% | -1.4% | +25.7% | +18.7% |
| 5Y | +52.6% | +30.6% | +22.0% | +29.2% |
| 10Y | +183.6% | +80.6% | +103.0% | +102.5% |
| All | +15,768.5% | +2,341.8% | +13,426.7% | +5,157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling