+14.7%
RTX vs GFI
+6.9%
+7.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -9.0% | -3.1% |
| 7D | +1.3% | +1.4% | -0.1% | +1.2% |
| 30D | +7.6% | +3.0% | +4.7% | +7.3% |
| 3M | -8.6% | +10.2% | -18.8% | -10.2% |
| 6M | +15.6% | -10.1% | +25.7% | +15.6% |
| YTD | +9.4% | -11.4% | +20.8% | +7.1% |
| 1Y | +14.7% | +8.4% | +6.3% | +9.6% |
| All | +14.7% | +6.9% | +7.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling