+201.5%
CAT vs GD
+68.4%
+133.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.4% |
| 7D | +1.7% | -5.3% | +7.0% | +3.9% |
| 30D | -6.6% | -6.4% | -0.1% | -4.2% |
| 3M | -13.3% | +5.7% | -19.0% | -15.8% |
| 6M | +11.6% | -0.9% | +12.6% | +11.9% |
| YTD | +42.9% | +8.2% | +34.8% | +36.9% |
| 1Y | +95.4% | +13.4% | +82.0% | +82.6% |
| All | +201.5% | +68.4% | +133.1% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling