+165.8%
RTX vs GPN
-46.4%
+212.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | -2.0% | -3.5% | +1.5% | -1.4% |
| 30D | -11.2% | +3.1% | -14.3% | -11.8% |
| 3M | +12.0% | +42.3% | -30.2% | +5.3% |
| 6M | -3.6% | +20.9% | -24.4% | -7.2% |
| YTD | +9.2% | +15.2% | -6.0% | +5.6% |
| 1Y | +29.7% | +5.4% | +24.3% | +27.3% |
| 3Y | +152.0% | -27.4% | +179.3% | +162.7% |
| 5Y | +165.8% | -44.2% | +210.0% | +191.5% |
| All | +165.8% | -46.4% | +212.1% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling