+280.0%
RTX vs GIS
-19.3%
+299.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.8% |
| 7D | -2.0% | -8.4% | +6.4% | -0.4% |
| 30D | -11.2% | -5.2% | -6.0% | -10.4% |
| 3M | +12.0% | +8.2% | +3.9% | +9.8% |
| 6M | -3.6% | -12.0% | +8.4% | -1.7% |
| YTD | +9.2% | -18.9% | +28.1% | +12.9% |
| 1Y | +29.7% | -23.6% | +53.3% | +35.6% |
| 3Y | +152.0% | -37.6% | +189.6% | +173.1% |
| 5Y | +165.8% | -25.2% | +191.0% | +176.1% |
| All | +280.0% | -19.3% | +299.3% | +297.6% |
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