+147.3%
RTX vs GFS
-2.1%
+149.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.0% | +3.2% | -5.2% | -2.2% |
| 30D | -11.2% | -9.6% | -1.6% | -10.6% |
| 3M | +12.0% | -38.5% | +50.5% | +15.4% |
| 6M | -3.6% | -1.3% | -2.3% | -5.5% |
| YTD | +9.2% | +31.8% | -22.6% | +3.8% |
| 1Y | +29.7% | +44.6% | -14.8% | +22.0% |
| 3Y | +152.0% | -20.6% | +172.6% | +145.5% |
| All | +147.3% | -2.1% | +149.4% | +126.9% |
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