+267.4%
RTX vs GSK
+105.0%
+162.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +4.8% | +1.1% | +3.6% | +4.3% |
| 30D | +6.5% | +6.3% | +0.2% | +3.9% |
| 3M | -9.6% | +1.8% | -11.4% | -10.6% |
| 6M | +12.3% | +1.7% | +10.7% | +11.1% |
| YTD | +9.5% | +6.5% | +2.9% | +5.7% |
| 1Y | +15.8% | +9.5% | +6.4% | +10.6% |
| 3Y | +157.0% | +65.3% | +91.7% | +98.0% |
| 5Y | +148.8% | +43.7% | +105.1% | +100.6% |
| All | +267.4% | +105.0% | +162.4% | +149.0% |
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