+472.2%
RTX vs GWRE
+793.8%
-321.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.8% | +0.4% |
| 7D | -3.1% | -25.6% | +22.5% | +1.6% |
| 30D | -10.6% | -12.2% | +1.6% | -9.1% |
| 3M | +11.6% | +17.7% | -6.1% | +6.8% |
| 6M | -4.5% | -11.3% | +6.8% | -4.9% |
| YTD | +9.6% | -25.5% | +35.1% | +12.4% |
| 1Y | +30.8% | -42.8% | +73.7% | +41.5% |
| 3Y | +152.8% | +59.0% | +93.8% | +111.4% |
| 5Y | +167.1% | +21.6% | +145.5% | +132.3% |
| 10Y | +275.2% | +139.2% | +136.0% | +177.3% |
| All | +472.2% | +793.8% | -321.6% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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