-7.5%
NOC vs GPN
+20.6%
-28.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.4% |
| 7D | -5.0% | +15.0% | -20.0% | -5.8% |
| 30D | +10.3% | +16.9% | -6.6% | +9.2% |
| 3M | -4.3% | +9.2% | -13.5% | -5.0% |
| 6M | -6.5% | +34.7% | -41.2% | -8.6% |
| YTD | -6.7% | +25.4% | -32.1% | -8.1% |
| 1Y | -7.5% | +21.7% | -29.2% | -8.7% |
| All | -7.5% | +20.6% | -28.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling