+13.3%
RTX vs GIS
-23.4%
+36.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -1.5% |
| 7D | +3.4% | -8.1% | +11.4% | +3.4% |
| 30D | +8.4% | +5.3% | +3.1% | +8.3% |
| 3M | -10.7% | -10.5% | -0.1% | -11.0% |
| 6M | +11.7% | +1.8% | +9.9% | +11.0% |
| YTD | +9.3% | -22.9% | +32.3% | +3.6% |
| 1Y | +13.3% | -22.9% | +36.2% | +7.0% |
| All | +13.3% | -23.4% | +36.7% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling