+165.8%
RTX vs GFI
+515.1%
-349.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.5% |
| 7D | -2.0% | -5.1% | +3.2% | -1.7% |
| 30D | -11.2% | +13.4% | -24.6% | -11.9% |
| 3M | +12.0% | +36.2% | -24.2% | +9.8% |
| 6M | -3.6% | -9.8% | +6.2% | -3.6% |
| YTD | +9.2% | +7.7% | +1.5% | +7.9% |
| 1Y | +29.7% | +27.2% | +2.5% | +26.6% |
| 3Y | +152.0% | +300.3% | -148.3% | +128.2% |
| 5Y | +165.8% | +539.8% | -374.0% | +136.2% |
| All | +165.8% | +515.1% | -349.4% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling