+189.8%
NOC vs GSK
+80.0%
+109.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -1.8% | -5.4% | +3.6% | -0.2% |
| 30D | -9.4% | -4.6% | -4.8% | -8.3% |
| 3M | -3.8% | -5.1% | +1.3% | -2.5% |
| 6M | -28.8% | -11.4% | -17.3% | -26.4% |
| YTD | -7.9% | +0.7% | -8.6% | -8.6% |
| 1Y | -9.0% | +23.0% | -32.1% | -15.3% |
| 3Y | +29.1% | +48.0% | -18.9% | +10.8% |
| 5Y | +58.9% | +48.2% | +10.7% | +31.7% |
| All | +189.8% | +80.0% | +109.8% | +117.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling