+213.4%
CAT vs GD
+102.9%
+110.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | -24.6% | +9.5% | -34.0% | -28.1% |
| 3M | -28.5% | -5.8% | -22.7% | -26.5% |
| 6M | -34.8% | +7.7% | -42.5% | -37.9% |
| YTD | +5.9% | +11.1% | -5.1% | -1.4% |
| 1Y | +6.8% | +6.1% | +0.7% | +2.2% |
| 3Y | +161.1% | +59.8% | +101.3% | +92.5% |
| 5Y | +213.4% | +104.6% | +108.8% | +88.5% |
| All | +213.4% | +102.9% | +110.5% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling