+24.6%
NOC vs GSK
+65.8%
-41.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +4.8% | +1.1% | +3.7% | +4.6% |
| 30D | +11.0% | +6.3% | +4.7% | +9.7% |
| 3M | -3.8% | +1.8% | -5.6% | -4.2% |
| 6M | +0.6% | +1.7% | -1.0% | +0.2% |
| YTD | -2.3% | +6.5% | -8.8% | -3.4% |
| 1Y | +0.3% | +9.5% | -9.2% | -1.3% |
| 3Y | +24.6% | +65.3% | -40.7% | +8.2% |
| All | +24.6% | +65.8% | -41.2% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling