-7.5%
NOC vs GTLB
+6.1%
-13.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -5.0% | -9.7% | +4.7% | -5.1% |
| 30D | +10.3% | +1.7% | +8.7% | +10.4% |
| 3M | -4.3% | +43.6% | -47.9% | -3.8% |
| 6M | -6.5% | +113.0% | -119.5% | -5.0% |
| YTD | -6.7% | +39.5% | -46.3% | -5.7% |
| 1Y | -7.5% | +12.6% | -20.1% | -7.7% |
| All | -7.5% | +6.1% | -13.6% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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