+147.4%
RTX vs GPC
+4.3%
+143.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +4.8% | +0.4% | +4.3% | +4.7% |
| 30D | +6.5% | -6.3% | +12.8% | +8.0% |
| 3M | -9.6% | -8.2% | -1.5% | -8.0% |
| 6M | +12.3% | +27.1% | -14.8% | +5.8% |
| YTD | +9.5% | +3.1% | +6.3% | +6.8% |
| 1Y | +15.8% | +0.1% | +15.8% | +13.8% |
| 3Y | +157.0% | +0.2% | +156.8% | +143.5% |
| All | +147.4% | +4.3% | +143.1% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling