+173.2%
RTX vs GH
+457.8%
-284.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.4% | -8.2% | +9.6% | +2.1% |
| 30D | +7.8% | -4.9% | +12.8% | +8.2% |
| 3M | -9.8% | -6.2% | -3.5% | -9.6% |
| 6M | +13.5% | +60.0% | -46.5% | +8.5% |
| YTD | +10.9% | +51.5% | -40.6% | +6.1% |
| 1Y | +14.0% | +58.4% | -44.4% | +8.6% |
| 3Y | +159.9% | +617.2% | -457.3% | +109.9% |
| 5Y | +151.7% | +47.0% | +104.6% | +127.3% |
| All | +173.2% | +457.8% | -284.5% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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