+8.9%
CAT vs GAP
+10.4%
-1.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +8.0% | -13.2% | -5.9% |
| 7D | -17.1% | +8.0% | -25.1% | -17.8% |
| 30D | -30.1% | +2.7% | -32.8% | -30.2% |
| 3M | -32.4% | +16.0% | -48.4% | -33.8% |
| 6M | -32.1% | +2.0% | -34.1% | -32.0% |
| YTD | +4.1% | -4.4% | +8.5% | +5.7% |
| 1Y | +8.9% | +9.2% | -0.3% | +8.1% |
| All | +8.9% | +10.4% | -1.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling