+342.1%
GLW vs RTX
+168.2%
+174.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +5.9% |
| 7D | +3.8% | -5.2% | +8.9% | +5.5% |
| 30D | -1.3% | -9.4% | +8.0% | +1.7% |
| 3M | -21.8% | +12.3% | -34.1% | -25.7% |
| 6M | +6.9% | -3.1% | +10.0% | +7.3% |
| YTD | +77.2% | +10.7% | +66.5% | +69.4% |
| 1Y | +123.2% | +28.4% | +94.8% | +102.0% |
| 3Y | +400.0% | +147.1% | +252.9% | +255.6% |
| All | +342.1% | +168.2% | +174.0% | +187.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling