+213.3%
GLD vs RTX
+275.7%
-62.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | +0.7% | -3.1% | +3.8% | +0.8% |
| 30D | +0.3% | -10.6% | +10.9% | +0.6% |
| 3M | +0.6% | +11.6% | -11.0% | +0.3% |
| 6M | -15.6% | -4.5% | -11.1% | -15.6% |
| YTD | +0.9% | +9.6% | -8.7% | +0.6% |
| 1Y | +19.4% | +30.8% | -11.4% | +18.8% |
| 3Y | +124.5% | +152.8% | -28.4% | +121.6% |
| 5Y | +138.9% | +167.1% | -28.2% | +136.0% |
| 10Y | +213.3% | +275.2% | -61.9% | +206.1% |
| All | +213.3% | +275.7% | -62.4% | +206.1% |
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