+162.9%
RTX vs GM
+78.5%
+84.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.2% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | -11.6% | -4.6% | -7.0% | -10.8% |
| 3M | +9.2% | +0.2% | +9.0% | +8.9% |
| 6M | -4.4% | +12.6% | -17.0% | -7.0% |
| YTD | +8.9% | +3.7% | +5.2% | +7.4% |
| 1Y | +32.1% | +45.6% | -13.5% | +21.8% |
| 3Y | +151.2% | +162.0% | -10.7% | +100.6% |
| 5Y | +162.9% | +80.5% | +82.4% | +118.2% |
| All | +162.9% | +78.5% | +84.4% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling