+59.1%
NOC vs GPN
-44.7%
+103.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.8% | -4.6% | +5.4% | +1.1% |
| 30D | -9.7% | -0.3% | -9.4% | -9.7% |
| 3M | -5.6% | +35.4% | -41.1% | -7.8% |
| 6M | -28.6% | +21.7% | -50.2% | -29.8% |
| YTD | -7.9% | +14.9% | -22.8% | -9.2% |
| 1Y | -9.5% | +3.2% | -12.7% | -10.2% |
| 3Y | +28.4% | -27.1% | +55.5% | +30.4% |
| All | +59.1% | -44.7% | +103.8% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling