+147.3%
RTX vs GTLB
-64.3%
+211.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | -1.7% | -10.9% | +9.2% | -1.3% |
| 30D | +7.7% | -15.3% | +23.0% | +8.4% |
| 3M | -10.3% | +14.6% | -24.9% | -11.0% |
| 6M | +14.6% | +79.6% | -65.0% | +11.2% |
| YTD | +10.4% | +24.3% | -13.9% | +8.8% |
| 1Y | +13.5% | +1.0% | +12.5% | +13.0% |
| 3Y | +158.6% | +4.6% | +154.0% | +152.3% |
| 5Y | +147.3% | -63.7% | +211.0% | +146.2% |
| All | +147.3% | -64.3% | +211.6% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling