+24.3%
NOC vs GTLB
+4.1%
+20.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +4.5% | -3.5% | +8.0% | +4.5% |
| 30D | +14.1% | -9.0% | +23.1% | +13.9% |
| 3M | -4.5% | +15.9% | -20.3% | -4.2% |
| 6M | -0.8% | +104.9% | -105.6% | +0.4% |
| YTD | -2.5% | +26.0% | -28.5% | -2.0% |
| 1Y | -0.1% | +1.8% | -1.9% | +0.2% |
| All | +24.3% | +4.1% | +20.2% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling