+267.0%
RTX vs GIS
-18.8%
+285.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -1.1% |
| 7D | +3.4% | -8.1% | +11.4% | +4.9% |
| 30D | +8.4% | +5.3% | +3.1% | +7.2% |
| 3M | -10.7% | -10.5% | -0.1% | -9.1% |
| 6M | +11.7% | +1.8% | +9.9% | +10.4% |
| YTD | +9.3% | -22.9% | +32.3% | +13.8% |
| 1Y | +13.3% | -22.9% | +36.2% | +17.8% |
| 3Y | +156.1% | -40.5% | +196.6% | +179.4% |
| 5Y | +148.5% | -34.9% | +183.4% | +164.8% |
| All | +267.0% | -18.8% | +285.8% | +262.8% |
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