+542.4%
GLW vs RTX
+287.5%
+254.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.6% | +5.7% | +7.4% |
| 7D | -5.9% | -3.2% | -2.7% | -4.0% |
| 30D | -26.0% | +5.6% | -31.6% | -28.0% |
| 3M | -29.9% | -11.7% | -18.2% | -25.5% |
| 6M | -37.8% | +12.3% | -50.1% | -42.5% |
| YTD | +33.1% | +8.2% | +24.9% | +25.3% |
| 1Y | +36.8% | +12.6% | +24.3% | +26.2% |
| 3Y | +356.1% | +152.8% | +203.3% | +162.8% |
| 5Y | +243.8% | +140.2% | +103.6% | +97.2% |
| 10Y | +542.4% | +273.8% | +268.6% | +190.0% |
| All | +542.4% | +287.5% | +254.9% | +190.0% |
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 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