+267.4%
RTX vs GIS
-16.9%
+284.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | +4.8% | -3.4% | +8.1% | +5.4% |
| 30D | +6.5% | +6.9% | -0.4% | +5.0% |
| 3M | -9.6% | -10.1% | +0.5% | -8.2% |
| 6M | +12.3% | +5.9% | +6.5% | +10.2% |
| YTD | +9.5% | -21.1% | +30.6% | +13.4% |
| 1Y | +15.8% | -22.5% | +38.3% | +20.4% |
| 3Y | +157.0% | -39.0% | +196.0% | +179.1% |
| 5Y | +148.8% | -33.3% | +182.1% | +164.0% |
| All | +267.4% | -16.9% | +284.3% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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