+269.0%
RTX vs GAP
+7.3%
+261.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | +1.4% | -9.3% | +10.8% | +3.3% |
| 30D | +7.8% | -5.5% | +13.3% | +8.8% |
| 3M | -9.8% | +3.5% | -13.3% | -10.9% |
| 6M | +13.5% | +0.7% | +12.9% | +12.0% |
| YTD | +10.9% | -13.4% | +24.3% | +11.6% |
| 1Y | +14.0% | -7.7% | +21.6% | +12.9% |
| 3Y | +159.9% | +74.4% | +85.5% | +105.2% |
| 5Y | +151.7% | +5.3% | +146.3% | +112.2% |
| 10Y | +269.0% | +4.7% | +264.3% | +131.8% |
| All | +269.0% | +7.3% | +261.7% | +131.8% |
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