+104.1%
GLD vs RTX
+146.7%
-42.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | +4.8% | -9.4% | -4.9% |
| 30D | -5.5% | +6.5% | -12.0% | -6.0% |
| 3M | -10.9% | -9.6% | -1.3% | -10.3% |
| 6M | -17.4% | +12.3% | -29.8% | -18.4% |
| YTD | -10.3% | +9.5% | -19.8% | -11.0% |
| 1Y | -7.2% | +15.8% | -23.0% | -8.2% |
| 3Y | +96.9% | +157.0% | -60.1% | +85.5% |
| All | +104.1% | +146.7% | -42.6% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling