+1,710.5%
GS vs RTX
+1,334.1%
+376.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.1% | -4.3% |
| 7D | -6.3% | -3.8% | -2.6% | -4.1% |
| 30D | -3.1% | +4.7% | -7.8% | -6.1% |
| 3M | -17.7% | -13.4% | -4.3% | -10.5% |
| 6M | -4.6% | +11.8% | -16.4% | -12.2% |
| YTD | +0.3% | +5.8% | -5.5% | -5.3% |
| 1Y | +11.7% | +11.9% | -0.2% | +1.8% |
| 3Y | +183.6% | +146.3% | +37.3% | +52.6% |
| 5Y | +141.0% | +134.3% | +6.7% | +29.5% |
| 10Y | +507.4% | +277.9% | +229.5% | +126.1% |
| All | +1,710.5% | +1,334.1% | +376.4% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling