+201.6%
CAT vs GFI
+304.2%
-102.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +2.9% | +4.7% | -1.8% | +2.3% |
| 30D | -2.6% | +14.4% | -17.1% | -4.4% |
| 3M | -10.7% | +32.5% | -43.2% | -14.3% |
| 6M | +16.1% | -7.2% | +23.3% | +15.7% |
| YTD | +43.2% | +10.9% | +32.4% | +40.3% |
| 1Y | +96.8% | +35.5% | +61.4% | +89.8% |
| All | +201.6% | +304.2% | -102.6% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling