+332.7%
CAT vs GFI
+512.6%
-179.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +2.9% | +4.7% | -1.8% | +2.5% |
| 30D | -2.6% | +14.4% | -17.1% | -4.0% |
| 3M | -10.7% | +32.5% | -43.2% | -13.4% |
| 6M | +16.1% | -7.2% | +23.3% | +15.9% |
| YTD | +43.2% | +10.9% | +32.4% | +41.0% |
| 1Y | +96.8% | +35.5% | +61.4% | +91.1% |
| 3Y | +201.4% | +312.1% | -110.8% | +168.7% |
| 5Y | +332.7% | +524.6% | -191.9% | +283.3% |
| All | +332.7% | +512.6% | -179.9% | +283.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling