+26,079.9%
CAT vs GFI
+685.3%
+25,394.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +5.6% | +5.7% | -0.1% | +5.2% |
| 30D | -2.3% | +15.6% | -17.9% | -3.2% |
| 3M | -10.0% | +31.5% | -41.5% | -11.6% |
| 6M | +21.2% | -3.7% | +25.0% | +21.1% |
| YTD | +44.4% | +11.2% | +33.2% | +42.9% |
| 1Y | +96.3% | +36.4% | +59.9% | +91.6% |
| 3Y | +203.9% | +313.5% | -109.6% | +175.9% |
| 5Y | +333.5% | +528.0% | -194.5% | +279.0% |
| 10Y | +1,126.0% | +1,021.4% | +104.6% | +893.9% |
| All | +26,079.9% | +685.3% | +25,394.7% | +21,092.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GFI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling