+202.0%
GS vs RTX
+149.1%
+52.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.5% |
| 7D | +0.8% | -3.2% | +4.0% | +1.8% |
| 30D | +1.2% | +5.6% | -4.3% | -0.6% |
| 3M | -12.4% | -11.7% | -0.7% | -9.0% |
| 6M | -2.3% | +12.3% | -14.6% | -6.8% |
| YTD | +4.6% | +8.2% | -3.6% | +0.7% |
| 1Y | +17.5% | +12.6% | +4.9% | +11.4% |
| 3Y | +202.0% | +152.8% | +49.2% | +141.6% |
| All | +202.0% | +149.1% | +52.9% | +141.6% |
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