+279.2%
RTX vs GM
+240.0%
+39.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -1.5% | -2.4% | +0.9% | -0.7% |
| 30D | -11.0% | -1.1% | -9.9% | -10.7% |
| 3M | +7.7% | +6.1% | +1.5% | +4.8% |
| 6M | -3.9% | +15.0% | -18.9% | -9.6% |
| YTD | +9.0% | +6.0% | +3.0% | +5.1% |
| 1Y | +27.3% | +47.1% | -19.8% | +8.2% |
| 3Y | +172.9% | +170.5% | +2.4% | +71.9% |
| 5Y | +165.2% | +80.5% | +84.7% | +87.4% |
| All | +279.2% | +240.0% | +39.2% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling