+167.1%
RTX vs GH
+22.3%
+144.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.0% |
| 6M | -4.5% | +76.5% | -81.0% | -7.6% |
| YTD | +9.6% | +57.6% | -48.0% | +6.5% |
| 1Y | +30.8% | +167.5% | -136.7% | +23.4% |
| 3Y | +152.8% | +377.4% | -224.6% | +128.2% |
| 5Y | +167.1% | +23.8% | +143.3% | +133.1% |
| All | +167.1% | +22.3% | +144.8% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling