Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • GLW vs RTX✓SelectedUSD · RTXGLW vs RTX performance historyLatest closeAs of-3.17%09/10
Stock and ETF performance explorer

GLW vs RTX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+833.1%
RTX return
+286.9%
Excess return
+546.2%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRTXExcessAlpha
1D-3.2%+0.3%-3.5%-3.3%
7D+11.7%-2.0%+13.7%+12.8%
30D+2.7%-11.2%+13.9%+8.8%
3M-2.8%+12.0%-14.9%-9.8%
6M+20.2%-3.6%+23.7%+20.5%
YTD+87.3%+9.2%+78.1%+75.6%
1Y+119.6%+29.7%+89.9%+87.3%
3Y+453.7%+152.0%+301.7%+218.8%
5Y+376.1%+165.8%+210.3%+157.7%
All+833.1%+286.9%+546.2%+332.9%

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 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