+273.8%
RTX vs GPC
+93.7%
+180.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.5% |
| 7D | -3.2% | +0.8% | -4.0% | -3.6% |
| 30D | +5.6% | -1.1% | +6.6% | +5.9% |
| 3M | -11.7% | -6.6% | -5.1% | -9.2% |
| 6M | +12.3% | +22.2% | -9.9% | +0.7% |
| YTD | +8.2% | +5.1% | +3.1% | +2.4% |
| 1Y | +12.6% | +2.8% | +9.8% | +7.4% |
| 3Y | +152.8% | +2.4% | +150.5% | +127.4% |
| 5Y | +140.2% | +7.8% | +132.4% | +100.7% |
| 10Y | +273.8% | +87.2% | +186.5% | +104.2% |
| All | +273.8% | +93.7% | +180.0% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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