+273.8%
RTX vs GD
+185.2%
+88.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +1.7% |
| 7D | -3.2% | -3.0% | -0.1% | -0.6% |
| 30D | +5.6% | +9.3% | -3.7% | -1.8% |
| 3M | -11.7% | -7.2% | -4.5% | -6.1% |
| 6M | +12.3% | +5.5% | +6.9% | +7.6% |
| YTD | +8.2% | +9.5% | -1.3% | -0.6% |
| 1Y | +12.6% | +6.4% | +6.1% | +5.9% |
| 3Y | +152.8% | +59.8% | +93.0% | +64.2% |
| 5Y | +140.2% | +98.0% | +42.2% | +27.0% |
| 10Y | +273.8% | +177.4% | +96.4% | +48.5% |
| All | +273.8% | +185.2% | +88.6% | +48.5% |
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