+28.4%
NOC vs GPN
-27.6%
+56.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.8% | -4.6% | +5.4% | +1.0% |
| 30D | -9.7% | -0.3% | -9.4% | -9.7% |
| 3M | -5.6% | +35.4% | -41.1% | -7.4% |
| 6M | -28.6% | +21.7% | -50.2% | -29.5% |
| YTD | -7.9% | +14.9% | -22.8% | -9.0% |
| 1Y | -9.5% | +3.2% | -12.7% | -10.1% |
| 3Y | +28.4% | -27.1% | +55.5% | +28.7% |
| All | +28.4% | -27.6% | +56.0% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling