+14.7%
RTX vs GM
+37.1%
-22.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.3% | -3.2% |
| 7D | +1.3% | +12.1% | -10.7% | -0.1% |
| 30D | +7.6% | +15.2% | -7.6% | +5.7% |
| 3M | -8.6% | +4.9% | -13.5% | -9.2% |
| 6M | +15.6% | +22.6% | -7.0% | +11.5% |
| YTD | +9.4% | +14.4% | -5.0% | +6.0% |
| 1Y | +14.7% | +39.4% | -24.7% | +10.6% |
| All | +14.7% | +37.1% | -22.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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