+10,266.7%
RTX vs GAP
+2,258.2%
+8,008.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -5.2% | -4.5% | -0.7% | -4.3% |
| 30D | -9.4% | +9.0% | -18.4% | -11.3% |
| 3M | +12.3% | +5.0% | +7.3% | +10.6% |
| 6M | -3.1% | -17.8% | +14.7% | -0.7% |
| YTD | +10.7% | -10.4% | +21.1% | +11.1% |
| 1Y | +28.4% | -3.4% | +31.8% | +26.0% |
| 3Y | +147.1% | +111.5% | +35.6% | +86.7% |
| 5Y | +167.2% | +8.8% | +158.4% | +119.7% |
| 10Y | +274.7% | +32.9% | +241.8% | +156.3% |
| All | +10,266.7% | +2,258.2% | +8,008.5% | +2,813.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling