+144.2%
RTX vs GSK
+63.2%
+81.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -5.1% | +1.7% | -6.8% | -5.4% |
| 30D | +5.1% | +7.0% | -1.9% | +3.9% |
| 3M | -14.8% | -2.7% | -12.2% | -14.5% |
| 6M | +8.0% | +1.4% | +6.6% | +7.7% |
| YTD | +4.5% | +5.3% | -0.9% | +3.8% |
| 1Y | +9.8% | +10.6% | -0.8% | +8.5% |
| 3Y | +144.2% | +62.6% | +81.6% | +122.5% |
| All | +144.2% | +63.2% | +81.0% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling