+643.2%
GEV vs RTX
+115.9%
+527.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.6% |
| 7D | +8.1% | -3.1% | +11.2% | +9.7% |
| 30D | -1.9% | -10.6% | +8.6% | +3.6% |
| 3M | +4.1% | +11.6% | -7.6% | -2.8% |
| 6M | +23.2% | -4.5% | +27.7% | +25.7% |
| YTD | +48.9% | +9.6% | +39.3% | +38.7% |
| 1Y | +62.2% | +30.8% | +31.4% | +35.1% |
| All | +643.2% | +115.9% | +527.3% | +539.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RTX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling