+1,134.9%
CAT vs GD
+190.3%
+944.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.9% |
| 7D | +1.7% | -5.3% | +7.0% | +5.3% |
| 30D | -6.6% | -6.4% | -0.1% | -2.5% |
| 3M | -13.3% | +5.7% | -19.0% | -17.2% |
| 6M | +11.6% | -0.9% | +12.6% | +10.9% |
| YTD | +42.9% | +8.2% | +34.8% | +33.0% |
| 1Y | +95.4% | +13.4% | +82.0% | +75.4% |
| 3Y | +196.6% | +68.5% | +128.1% | +95.4% |
| 5Y | +321.7% | +97.2% | +224.5% | +143.0% |
| All | +1,134.9% | +190.3% | +944.6% | +396.3% |
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