+10,239.8%
RTX vs GSK
+1,754.3%
+8,485.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -1.7% | +5.2% | -6.9% | -3.5% |
| 30D | +7.7% | +10.2% | -2.5% | +4.1% |
| 3M | -10.3% | -0.9% | -9.4% | -10.4% |
| 6M | +14.6% | +3.5% | +11.1% | +12.8% |
| YTD | +10.4% | +7.2% | +3.2% | +6.9% |
| 1Y | +13.5% | +12.0% | +1.5% | +8.2% |
| 3Y | +158.6% | +67.3% | +91.3% | +109.9% |
| 5Y | +147.3% | +45.3% | +102.0% | +107.5% |
| 10Y | +268.6% | +101.8% | +166.9% | +175.9% |
| All | +10,239.8% | +1,754.3% | +8,485.5% | +3,809.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling