+28.4%
RTX vs GM
+52.7%
-24.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -5.2% | +1.7% | -6.9% | -5.5% |
| 30D | -9.4% | -1.6% | -7.8% | -9.1% |
| 3M | +12.3% | +5.7% | +6.6% | +10.7% |
| 6M | -3.1% | +12.2% | -15.3% | -6.1% |
| YTD | +10.7% | +8.4% | +2.3% | +7.7% |
| 1Y | +28.4% | +52.3% | -23.9% | +8.4% |
| All | +28.4% | +52.7% | -24.3% | +8.4% |
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