+283.9%
RTX vs GAP
+28.3%
+255.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +3.9% | +0.2% |
| 7D | -1.6% | -3.2% | +1.6% | -1.0% |
| 30D | -11.6% | -0.7% | -10.9% | -11.7% |
| 3M | +9.2% | -0.5% | +9.6% | +8.7% |
| 6M | -4.4% | -5.0% | +0.6% | -4.6% |
| YTD | +8.9% | -14.7% | +23.6% | +10.3% |
| 1Y | +32.1% | -8.6% | +40.8% | +31.3% |
| 3Y | +151.2% | +108.4% | +42.9% | +90.2% |
| 5Y | +162.9% | +5.8% | +157.1% | +121.0% |
| 10Y | +283.9% | +29.6% | +254.3% | +143.5% |
| All | +283.9% | +28.3% | +255.7% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling