+152.8%
RTX vs GFS
-20.2%
+173.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.1% | +2.6% | -5.7% | -3.2% |
| 30D | -10.6% | -16.4% | +5.8% | -10.0% |
| 3M | +11.6% | -41.6% | +53.2% | +13.8% |
| 6M | -4.5% | -3.7% | -0.8% | -6.6% |
| YTD | +9.6% | +29.3% | -19.7% | +4.6% |
| 1Y | +30.8% | +37.1% | -6.3% | +24.2% |
| 3Y | +152.8% | -22.1% | +175.0% | +138.0% |
| All | +152.8% | -20.2% | +173.0% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling