+12.1%
GS vs RTX
+10.5%
+1.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.1% |
| 7D | -3.2% | -5.1% | +1.9% | -2.0% |
| 30D | -2.4% | +5.1% | -7.6% | -3.7% |
| 3M | -15.7% | -14.8% | -0.9% | -12.5% |
| 6M | -6.8% | +8.0% | -14.8% | -10.0% |
| YTD | -0.1% | +4.5% | -4.5% | -4.4% |
| 1Y | +12.1% | +9.8% | +2.2% | +4.4% |
| All | +12.1% | +10.5% | +1.6% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling