+189.8%
NOC vs GPN
+28.5%
+161.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.8% | -4.3% | +5.1% | +1.6% |
| 30D | -9.7% | 0.0% | -9.7% | -9.8% |
| 3M | -5.6% | +35.8% | -41.5% | -11.6% |
| 6M | -28.6% | +22.0% | -50.6% | -31.9% |
| YTD | -7.9% | +15.2% | -23.1% | -11.6% |
| 1Y | -9.5% | +3.5% | -13.0% | -11.4% |
| 3Y | +28.4% | -26.9% | +55.3% | +32.8% |
| 5Y | +59.0% | -44.2% | +103.2% | +72.8% |
| All | +189.8% | +28.5% | +161.3% | +160.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling