+512.1%
RTX vs GM
+238.5%
+273.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -5.2% | +1.9% | -7.1% | -5.8% |
| 30D | -9.4% | -1.4% | -8.0% | -9.1% |
| 3M | +12.3% | +5.9% | +6.4% | +9.4% |
| 6M | -3.1% | +12.4% | -15.5% | -8.1% |
| YTD | +10.7% | +8.6% | +2.0% | +5.8% |
| 1Y | +28.4% | +52.6% | -24.2% | +7.8% |
| 3Y | +147.1% | +169.7% | -22.6% | +57.6% |
| 5Y | +167.2% | +87.5% | +79.7% | +86.7% |
| 10Y | +274.7% | +233.0% | +41.8% | +85.2% |
| All | +512.1% | +238.5% | +273.6% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling