+152.8%
RTX vs GTLB
-8.4%
+161.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.9% |
| 7D | -3.1% | +4.6% | -7.7% | -3.2% |
| 30D | -10.6% | +21.0% | -31.6% | -11.0% |
| 3M | +11.6% | +51.7% | -40.1% | +10.3% |
| 6M | -4.5% | +89.3% | -93.8% | -6.3% |
| YTD | +9.6% | +25.6% | -16.1% | +9.1% |
| 1Y | +30.8% | -1.5% | +32.4% | +31.6% |
| 3Y | +152.8% | -9.9% | +162.8% | +143.5% |
| All | +152.8% | -8.4% | +161.2% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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