-9.7%
NOC vs GWRE
-25.4%
+15.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -19.9% | +17.4% | -2.0% |
| 7D | -5.2% | -21.1% | +15.9% | -4.6% |
| 30D | -7.2% | +1.3% | -8.5% | -7.0% |
| 3M | -5.1% | +7.4% | -12.6% | -5.8% |
| 6M | -31.1% | +5.6% | -36.7% | -31.6% |
| YTD | -8.6% | -19.2% | +10.6% | -9.5% |
| 1Y | -9.7% | -25.1% | +15.4% | -10.1% |
| All | -9.7% | -25.4% | +15.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling