+10,266.7%
RTX vs GSK
+1,705.8%
+8,560.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | 0.0% |
| 7D | -5.2% | -1.8% | -3.3% | -4.6% |
| 30D | -9.4% | -2.2% | -7.2% | -8.8% |
| 3M | +12.3% | -1.8% | +14.1% | +12.8% |
| 6M | -3.1% | -10.6% | +7.5% | +0.3% |
| YTD | +10.7% | +4.4% | +6.2% | +8.4% |
| 1Y | +28.4% | +30.4% | -2.0% | +16.2% |
| 3Y | +147.1% | +60.1% | +87.0% | +103.7% |
| 5Y | +167.2% | +46.8% | +120.5% | +123.8% |
| 10Y | +274.7% | +79.2% | +195.5% | +192.1% |
| All | +10,266.7% | +1,705.8% | +8,560.8% | +3,865.9% |
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