+421.2%
GLW vs RTX
+154.3%
+266.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +5.8% |
| 7D | +3.8% | -5.2% | +8.9% | +5.0% |
| 30D | -1.3% | -9.4% | +8.0% | +0.8% |
| 3M | -21.8% | +12.3% | -34.1% | -24.9% |
| 6M | +6.9% | -3.1% | +10.0% | +7.6% |
| YTD | +77.2% | +10.7% | +66.5% | +71.6% |
| 1Y | +123.2% | +28.4% | +94.8% | +107.7% |
| All | +421.2% | +154.3% | +266.9% | +351.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling