+17,723.7%
CAT vs GAP
+2,175.1%
+15,548.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.1% | +1.8% |
| 7D | -10.3% | -3.8% | -6.5% | -9.7% |
| 30D | -31.2% | -9.0% | -22.2% | -30.0% |
| 3M | -34.7% | +5.5% | -40.1% | -36.1% |
| 6M | -39.5% | -11.1% | -28.4% | -39.0% |
| YTD | -1.7% | -13.6% | +11.9% | -0.7% |
| 1Y | -1.1% | -2.9% | +1.7% | -3.1% |
| 3Y | +143.9% | +69.6% | +74.2% | +96.1% |
| 5Y | +194.8% | +5.4% | +189.4% | +148.8% |
| 10Y | +739.8% | +17.8% | +721.9% | +501.2% |
| All | +17,723.7% | +2,175.1% | +15,548.6% | +5,172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling