+16,877.1%
NOC vs GPC
+2,088.4%
+14,788.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +4.9% | -2.1% | +7.0% | +5.6% |
| 30D | +13.6% | -4.5% | +18.1% | +15.1% |
| 3M | -3.9% | -7.7% | +3.8% | -1.6% |
| 6M | +1.4% | +24.3% | -22.9% | -6.6% |
| YTD | -2.2% | +3.5% | -5.7% | -5.2% |
| 1Y | -1.2% | +0.7% | -1.9% | -3.5% |
| 3Y | +25.0% | 0.0% | +25.0% | +18.6% |
| 5Y | +66.0% | +5.8% | +60.2% | +51.0% |
| 10Y | +161.4% | +75.8% | +85.7% | +87.4% |
| All | +16,877.1% | +2,088.4% | +14,788.8% | +5,716.2% |
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