+44.3%
NOC vs GTLB
-49.8%
+94.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.7% |
| 7D | -1.8% | -4.1% | +2.3% | -1.8% |
| 30D | -9.4% | +12.3% | -21.8% | -9.4% |
| 3M | -3.8% | +65.9% | -69.7% | -3.6% |
| 6M | -28.8% | +104.0% | -132.7% | -28.5% |
| YTD | -7.9% | +26.0% | -33.9% | -7.7% |
| 1Y | -9.0% | -3.5% | -5.6% | -8.9% |
| 3Y | +29.1% | -9.6% | +38.7% | +29.1% |
| All | +44.3% | -49.8% | +94.2% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling