+279.2%
RTX vs GPN
+28.2%
+251.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.5% | -4.6% | +3.0% | +0.1% |
| 30D | -11.0% | -0.3% | -10.7% | -11.2% |
| 3M | +7.7% | +35.4% | -27.8% | -4.3% |
| 6M | -3.9% | +21.7% | -25.6% | -11.9% |
| YTD | +9.0% | +14.9% | -5.9% | +0.8% |
| 1Y | +27.3% | +3.2% | +24.1% | +22.0% |
| 3Y | +172.9% | -27.1% | +200.1% | +188.1% |
| 5Y | +165.2% | -44.4% | +209.5% | +205.0% |
| All | +279.2% | +28.2% | +251.0% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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