+280.0%
RTX vs GWW
+565.7%
-285.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.0% | -3.1% | +1.2% | -0.8% |
| 30D | -11.2% | -2.3% | -8.9% | -10.4% |
| 3M | +12.0% | -3.3% | +15.4% | +13.1% |
| 6M | -3.6% | +15.4% | -19.0% | -9.3% |
| YTD | +9.2% | +26.7% | -17.6% | -1.5% |
| 1Y | +29.7% | +29.0% | +0.8% | +16.0% |
| 3Y | +152.0% | +89.0% | +63.0% | +88.4% |
| 5Y | +165.8% | +221.8% | -56.0% | +54.3% |
| All | +280.0% | +565.7% | -285.7% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling