+19.4%
GLD vs RTX
+28.6%
-9.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +0.7% | -3.1% | +3.8% | +1.1% |
| 30D | +0.3% | -10.6% | +10.9% | +1.7% |
| 3M | +0.6% | +11.6% | -11.0% | -1.6% |
| 6M | -15.6% | -4.5% | -11.1% | -16.5% |
| YTD | +0.9% | +9.6% | -8.7% | +0.8% |
| 1Y | +19.4% | +30.8% | -11.4% | +23.2% |
| All | +19.4% | +28.6% | -9.2% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling