+695.3%
CAT vs GAP
+2.4%
+692.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +9.3% | -5.2% | +14.5% | +10.5% |
| 30D | -21.5% | -6.9% | -14.6% | -20.6% |
| 3M | -29.1% | +5.7% | -34.8% | -30.5% |
| 6M | -33.4% | +0.9% | -34.3% | -34.6% |
| YTD | +6.6% | -14.5% | +21.0% | +7.9% |
| 1Y | +6.5% | -12.1% | +18.6% | +7.0% |
| 3Y | +162.7% | +72.2% | +90.5% | +112.4% |
| 5Y | +214.2% | +4.5% | +209.7% | +167.1% |
| All | +695.3% | +2.4% | +692.9% | +481.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling