+32.1%
RTX vs GH
+170.3%
-138.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.5% |
| 3M | +9.2% | +25.1% | -15.9% | +7.9% |
| 6M | -4.4% | +78.5% | -82.9% | -7.2% |
| YTD | +8.9% | +59.4% | -50.5% | +6.2% |
| 1Y | +32.1% | +173.9% | -141.7% | +33.0% |
| All | +32.1% | +170.3% | -138.2% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling