-9.7%
NOC vs GSK
+31.2%
-41.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.1% |
| 7D | -5.2% | -1.8% | -3.3% | -4.8% |
| 30D | -7.2% | -2.2% | -5.0% | -6.8% |
| 3M | -5.1% | -1.8% | -3.3% | -4.8% |
| 6M | -31.1% | -10.6% | -20.5% | -30.2% |
| YTD | -8.6% | +4.4% | -13.0% | -8.1% |
| 1Y | -9.7% | +30.4% | -40.1% | -10.2% |
| All | -9.7% | +31.2% | -41.0% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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