+157.4%
GS vs RTX
+145.0%
+12.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.3% |
| 7D | +1.6% | -1.7% | +3.3% | +2.2% |
| 30D | +1.7% | +7.7% | -6.0% | -1.2% |
| 3M | -11.6% | -10.3% | -1.2% | -8.1% |
| 6M | -1.9% | +14.6% | -16.5% | -7.7% |
| YTD | +5.1% | +10.4% | -5.3% | -0.1% |
| 1Y | +16.4% | +13.5% | +2.9% | +9.4% |
| 3Y | +199.0% | +158.6% | +40.4% | +97.1% |
| 5Y | +157.4% | +147.3% | +10.2% | +65.2% |
| All | +157.4% | +145.0% | +12.5% | +65.2% |
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