+147.3%
RTX vs GFS
-30.9%
+178.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | -1.7% | -5.3% | +3.6% | -1.4% |
| 30D | +7.7% | -15.8% | +23.5% | +8.8% |
| 3M | -10.3% | -18.6% | +8.3% | -9.3% |
| 6M | +14.6% | -45.0% | +59.6% | +18.4% |
| YTD | +10.4% | +16.8% | -6.4% | +5.4% |
| 1Y | +13.5% | +17.8% | -4.3% | +8.2% |
| 3Y | +158.6% | -21.5% | +180.1% | +150.7% |
| 5Y | +147.3% | -29.3% | +176.6% | +136.5% |
| All | +147.3% | -30.9% | +178.1% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling