+10,144.8%
RTX vs GD
+20,595.6%
-10,450.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | -0.1% | -1.5% |
| 7D | +1.3% | +3.0% | -1.6% | -0.1% |
| 30D | +7.6% | +10.5% | -2.9% | +2.8% |
| 3M | -8.6% | -5.0% | -3.7% | -6.4% |
| 6M | +15.6% | +5.5% | +10.1% | +13.0% |
| YTD | +9.4% | +10.3% | -1.0% | +4.3% |
| 1Y | +14.7% | +8.2% | +6.5% | +10.4% |
| 3Y | +154.7% | +59.0% | +95.6% | +104.7% |
| 5Y | +150.9% | +104.3% | +46.6% | +80.9% |
| 10Y | +290.8% | +202.4% | +88.3% | +144.2% |
| All | +10,144.8% | +20,595.6% | -10,450.8% | +3,112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling