+167.1%
RTX vs GIS
-21.0%
+188.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -3.1% | -8.3% | +5.2% | -1.8% |
| 30D | -10.6% | +2.2% | -12.7% | -11.0% |
| 3M | +11.6% | +15.7% | -4.1% | +8.2% |
| 6M | -4.5% | -12.0% | +7.5% | -2.6% |
| YTD | +9.6% | -15.0% | +24.5% | +12.2% |
| 1Y | +30.8% | -20.1% | +50.9% | +35.6% |
| 3Y | +152.8% | -34.6% | +187.4% | +172.5% |
| 5Y | +167.1% | -22.8% | +190.0% | +164.4% |
| All | +167.1% | -21.0% | +188.1% | +164.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling