+44.3%
NOC vs GTLB
-50.1%
+94.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.8% | -5.7% | +6.5% | +0.7% |
| 30D | -9.7% | +15.1% | -24.8% | -9.6% |
| 3M | -5.6% | +65.5% | -71.1% | -5.4% |
| 6M | -28.6% | +102.9% | -131.5% | -28.3% |
| YTD | -7.9% | +25.2% | -33.1% | -7.7% |
| 1Y | -9.5% | -5.5% | -4.0% | -9.4% |
| 3Y | +28.4% | -10.9% | +39.3% | +28.4% |
| All | +44.3% | -50.1% | +94.5% | +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 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