+168.2%
RTX vs GH
+486.6%
-318.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.7% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -11.6% | -2.6% | -8.9% | -11.4% |
| 3M | +9.2% | +25.1% | -15.9% | +6.9% |
| 6M | -4.4% | +78.5% | -82.9% | -9.4% |
| YTD | +8.9% | +59.4% | -50.5% | +3.9% |
| 1Y | +32.1% | +173.9% | -141.7% | +20.0% |
| 3Y | +151.2% | +382.7% | -231.5% | +110.9% |
| 5Y | +162.9% | +24.4% | +138.5% | +142.6% |
| All | +168.2% | +486.6% | -318.4% | +103.8% |
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