+15.8%
RTX vs GAP
-12.4%
+28.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.1% |
| 7D | +4.8% | -1.9% | +6.7% | +4.8% |
| 30D | +6.5% | -7.1% | +13.6% | +6.7% |
| 3M | -9.6% | +4.1% | -13.7% | -9.6% |
| 6M | +12.3% | +1.9% | +10.4% | +12.2% |
| YTD | +9.5% | -15.2% | +24.7% | +10.2% |
| 1Y | +15.8% | -10.6% | +26.5% | +17.7% |
| All | +15.8% | -12.4% | +28.2% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling