+140.2%
RTX vs GAP
+10.4%
+129.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.3% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +5.6% | -4.3% | +9.9% | +5.8% |
| 3M | -11.7% | +9.4% | -21.1% | -12.5% |
| 6M | +12.3% | -3.3% | +15.6% | +12.1% |
| YTD | +8.2% | -10.5% | +18.7% | +8.3% |
| 1Y | +12.6% | -2.4% | +14.9% | +11.8% |
| 3Y | +152.8% | +80.1% | +72.7% | +127.7% |
| 5Y | +140.2% | +6.5% | +133.8% | +119.5% |
| All | +140.2% | +10.4% | +129.8% | +119.5% |
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 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