+712.5%
CAT vs GAP
+20.3%
+692.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.5% | +3.7% | +6.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.5% |
| 30D | -25.0% | -4.3% | -20.7% | -24.5% |
| 3M | -28.7% | +9.4% | -38.1% | -30.7% |
| 6M | -33.0% | -3.3% | -29.7% | -33.6% |
| YTD | +5.4% | -10.5% | +16.0% | +5.8% |
| 1Y | +7.3% | -2.4% | +9.6% | +5.3% |
| 3Y | +166.0% | +80.1% | +85.9% | +113.1% |
| 5Y | +210.1% | +6.5% | +203.6% | +162.8% |
| 10Y | +712.5% | +14.6% | +697.9% | +485.1% |
| All | +712.5% | +20.3% | +692.2% | +485.1% |
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 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