+1,144.3%
CAT vs GFI
+1,066.8%
+77.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.7% |
| 7D | +0.6% | -4.9% | +5.4% | +0.8% |
| 30D | -4.3% | +10.7% | -15.1% | -4.8% |
| 3M | -8.6% | +25.6% | -34.3% | -9.8% |
| 6M | +16.1% | -8.3% | +24.4% | +16.1% |
| YTD | +43.8% | +6.3% | +37.5% | +43.0% |
| 1Y | +91.5% | +22.1% | +69.4% | +89.6% |
| 3Y | +202.7% | +289.2% | -86.5% | +190.1% |
| 5Y | +335.1% | +531.7% | -196.5% | +312.1% |
| All | +1,144.3% | +1,066.8% | +77.5% | +1,209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling