+147.2%
RTX vs GD
+55.3%
+91.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -1.9% |
| 7D | -3.8% | -3.9% | +0.1% | -1.3% |
| 30D | +4.7% | +8.1% | -3.4% | -0.1% |
| 3M | -13.4% | -6.8% | -6.6% | -9.7% |
| 6M | +11.8% | +3.0% | +8.8% | +10.1% |
| YTD | +5.8% | +7.8% | -2.0% | +1.2% |
| 1Y | +11.9% | +5.8% | +6.1% | +8.3% |
| All | +147.2% | +55.3% | +91.9% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling