+269.0%
RTX vs GD
+174.7%
+94.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.4% | +0.6% | +0.8% | +1.0% |
| 30D | +7.8% | +9.5% | -1.6% | +0.2% |
| 3M | -9.8% | -5.8% | -3.9% | -5.2% |
| 6M | +13.5% | +7.7% | +5.8% | +6.9% |
| YTD | +10.9% | +11.1% | -0.1% | +0.7% |
| 1Y | +14.0% | +6.1% | +7.9% | +7.5% |
| 3Y | +159.9% | +59.8% | +100.1% | +69.0% |
| 5Y | +151.7% | +104.6% | +47.0% | +29.4% |
| 10Y | +269.0% | +170.5% | +98.4% | +52.0% |
| All | +269.0% | +174.7% | +94.3% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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