+8.9%
CAT vs GD
+9.0%
-0.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.7% | -4.9% |
| 7D | -17.1% | +3.0% | -20.1% | -17.4% |
| 30D | -30.1% | +10.5% | -40.6% | -31.5% |
| 3M | -32.4% | -5.0% | -27.4% | -31.4% |
| 6M | -32.1% | +5.5% | -37.6% | -33.0% |
| YTD | +4.1% | +10.3% | -6.2% | -0.8% |
| 1Y | +8.9% | +8.2% | +0.7% | +5.1% |
| All | +8.9% | +9.0% | -0.1% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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