+143.4%
RTX vs FGI
-74.8%
+218.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -25.2% | +25.3% | +0.3% |
| 7D | +4.8% | -14.4% | +19.2% | +4.9% |
| 30D | +6.5% | -11.8% | +18.3% | +6.5% |
| 3M | -9.6% | -46.2% | +36.6% | -9.3% |
| 6M | +12.3% | +5.2% | +7.2% | +11.7% |
| YTD | +9.5% | +10.5% | -1.1% | +8.1% |
| 1Y | +15.8% | +25.5% | -9.7% | +13.9% |
| 3Y | +157.0% | -16.0% | +173.0% | +152.1% |
| All | +143.4% | -74.8% | +218.2% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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