+816.6%
GLD vs RTX
+962.4%
-145.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | -0.5% | -5.2% | +4.6% | -0.4% |
| 30D | +4.4% | -9.4% | +13.8% | +4.6% |
| 3M | -1.1% | +12.3% | -13.4% | -1.4% |
| 6M | -13.8% | -3.1% | -10.7% | -13.8% |
| YTD | +2.6% | +10.7% | -8.0% | +2.4% |
| 1Y | +24.5% | +28.4% | -3.9% | +24.0% |
| 3Y | +125.8% | +147.1% | -21.2% | +122.6% |
| 5Y | +137.8% | +167.2% | -29.5% | +134.2% |
| 10Y | +221.4% | +274.7% | -53.3% | +213.8% |
| All | +816.6% | +962.4% | -145.8% | +754.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling