-1.9%
CAT vs GD
+6.0%
-7.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -6.0% |
| 7D | -14.5% | -3.9% | -10.6% | -13.9% |
| 30D | -35.7% | +8.1% | -43.8% | -36.7% |
| 3M | -36.3% | -6.8% | -29.5% | -35.2% |
| 6M | -38.5% | +3.0% | -41.5% | -39.1% |
| YTD | -2.5% | +7.8% | -10.3% | -6.9% |
| 1Y | -1.9% | +5.8% | -7.7% | -5.2% |
| All | -1.9% | +6.0% | -7.9% | -5.2% |
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