+65.4%
NOC vs GTLB
-62.9%
+128.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.0% |
| 3M | -4.5% | +15.9% | -20.3% | -4.3% |
| 6M | -0.8% | +104.9% | -105.6% | -0.2% |
| YTD | -2.5% | +26.0% | -28.5% | -2.2% |
| 1Y | -0.1% | +1.8% | -1.9% | +0.1% |
| 3Y | +24.6% | +6.0% | +18.6% | +24.8% |
| All | +65.4% | -62.9% | +128.3% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling