+167.1%
RTX vs GAP
+9.4%
+157.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.1% | +1.7% | -4.8% | -3.2% |
| 30D | -10.6% | +9.3% | -19.9% | -11.2% |
| 3M | +11.6% | +6.1% | +5.6% | +11.0% |
| 6M | -4.5% | -2.3% | -2.2% | -4.7% |
| YTD | +9.6% | -10.6% | +20.2% | +9.8% |
| 1Y | +30.8% | -4.4% | +35.3% | +30.1% |
| 3Y | +152.8% | +118.3% | +34.5% | +122.0% |
| 5Y | +167.1% | +12.2% | +154.9% | +143.1% |
| All | +167.1% | +9.4% | +157.7% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling