+211.8%
GLD vs RTX
+272.3%
-60.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -2.0% | +1.4% | -3.4% | -2.0% |
| 30D | -4.4% | +7.8% | -12.3% | -4.6% |
| 3M | -8.9% | -9.8% | +0.9% | -8.7% |
| 6M | -16.0% | +13.5% | -29.5% | -16.3% |
| YTD | -7.9% | +10.9% | -18.8% | -8.1% |
| 1Y | -3.9% | +14.0% | -17.9% | -4.2% |
| 3Y | +103.4% | +159.9% | -56.5% | +100.7% |
| 5Y | +109.7% | +151.7% | -41.9% | +107.0% |
| 10Y | +211.8% | +269.0% | -57.2% | +201.0% |
| All | +211.8% | +272.3% | -60.4% | +201.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling