+152.8%
RTX vs GH
+355.8%
-202.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.1% | -2.1% | -1.0% | -3.0% |
| 30D | -10.6% | -4.5% | -6.1% | -10.4% |
| 3M | +11.6% | +28.9% | -17.2% | +10.2% |
| 6M | -4.5% | +76.5% | -81.0% | -7.3% |
| YTD | +9.6% | +57.6% | -48.0% | +6.8% |
| 1Y | +30.8% | +167.5% | -136.7% | +24.5% |
| 3Y | +152.8% | +377.4% | -224.6% | +136.7% |
| All | +152.8% | +355.8% | -202.9% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling