+151.3%
RTX vs GFS
-8.5%
+159.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.1% |
| 7D | +1.4% | +6.2% | -4.8% | +1.0% |
| 30D | +7.8% | -11.4% | +19.2% | +8.5% |
| 3M | -9.8% | -15.5% | +5.7% | -9.0% |
| 6M | +13.5% | -42.6% | +56.2% | +16.9% |
| YTD | +10.9% | +23.2% | -12.2% | +5.7% |
| 1Y | +14.0% | +23.6% | -9.6% | +8.5% |
| 3Y | +159.9% | -17.2% | +177.1% | +151.2% |
| 5Y | +151.7% | -23.4% | +175.1% | +136.6% |
| All | +151.3% | -8.5% | +159.8% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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