+132.6%
RTX vs GD
+94.5%
+38.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -5.1% | -5.0% | -0.2% | -1.7% |
| 30D | +5.1% | +8.9% | -3.8% | -0.9% |
| 3M | -14.8% | -8.0% | -6.8% | -9.7% |
| 6M | +8.0% | +2.9% | +5.1% | +6.1% |
| YTD | +4.5% | +7.1% | -2.6% | -0.9% |
| 1Y | +9.8% | +5.9% | +3.9% | +5.1% |
| 3Y | +144.2% | +53.9% | +90.3% | +73.9% |
| All | +132.6% | +94.5% | +38.1% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling