+279.2%
RTX vs GFI
+1,066.8%
-787.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | -1.5% | -4.9% | +3.3% | -1.4% |
| 30D | -11.0% | +10.7% | -21.7% | -11.4% |
| 3M | +7.7% | +25.6% | -18.0% | +6.5% |
| 6M | -3.9% | -8.3% | +4.3% | -3.9% |
| YTD | +9.0% | +6.3% | +2.6% | +8.1% |
| 1Y | +27.3% | +22.1% | +5.2% | +25.4% |
| 3Y | +172.9% | +289.2% | -116.3% | +156.4% |
| 5Y | +165.2% | +531.7% | -366.5% | +143.8% |
| All | +279.2% | +1,066.8% | -787.6% | +256.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling