+53.1%
NOC vs GTLB
-49.4%
+102.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.2% |
| 7D | +4.8% | -0.7% | +5.6% | +4.8% |
| 30D | +11.0% | -10.2% | +21.3% | +11.0% |
| 3M | -3.8% | +10.1% | -13.9% | -3.7% |
| 6M | +0.6% | +116.5% | -115.8% | +1.1% |
| YTD | -2.3% | +27.2% | -29.5% | -2.1% |
| 1Y | +0.3% | +8.6% | -8.3% | +0.4% |
| 3Y | +24.6% | +5.6% | +19.0% | +24.7% |
| 5Y | +66.0% | -61.8% | +127.8% | +71.6% |
| All | +53.1% | -49.4% | +102.4% | +54.7% |
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 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