+286.4%
RTX vs GSK
+79.9%
+206.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | 0.0% |
| 7D | -3.1% | -4.2% | +1.1% | -1.5% |
| 30D | -10.6% | -7.5% | -3.0% | -8.0% |
| 3M | +11.6% | -3.3% | +14.9% | +12.8% |
| 6M | -4.5% | -9.3% | +4.8% | -1.2% |
| YTD | +9.6% | +1.6% | +8.0% | +8.1% |
| 1Y | +30.8% | +25.5% | +5.3% | +18.1% |
| 3Y | +152.8% | +49.3% | +103.6% | +104.3% |
| 5Y | +167.1% | +46.7% | +120.4% | +110.6% |
| All | +286.4% | +79.9% | +206.5% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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