+725.3%
CAT vs GD
+190.6%
+534.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | -10.3% | -5.0% | -5.3% | -7.2% |
| 30D | -31.2% | +8.9% | -40.1% | -35.3% |
| 3M | -34.7% | -8.0% | -26.6% | -31.4% |
| 6M | -39.5% | +2.9% | -42.4% | -41.6% |
| YTD | -1.7% | +7.1% | -8.7% | -8.4% |
| 1Y | -1.1% | +5.9% | -7.0% | -7.2% |
| 3Y | +143.9% | +53.9% | +90.0% | +71.8% |
| 5Y | +194.8% | +95.4% | +99.4% | +70.1% |
| All | +725.3% | +190.6% | +534.8% | +226.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling