+739.4%
GLD vs RTX
+902.8%
-163.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +4.7% | -5.1% | +9.8% | +4.8% |
| 30D | -0.9% | +5.1% | -6.0% | -1.0% |
| 3M | -4.4% | -14.8% | +10.4% | -4.1% |
| 6M | -13.6% | +8.0% | -21.6% | -13.7% |
| YTD | -6.0% | +4.5% | -10.5% | -6.1% |
| 1Y | +1.8% | +9.8% | -8.1% | +1.6% |
| 3Y | +103.2% | +144.2% | -41.0% | +100.4% |
| 5Y | +119.3% | +131.4% | -12.1% | +116.4% |
| 10Y | +199.5% | +273.3% | -73.8% | +192.5% |
| All | +739.4% | +902.8% | -163.4% | +683.0% |
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 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