+213.9%
CAT vs GFI
+300.1%
-86.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +7.4% | -8.7% | +16.1% | +8.5% |
| 30D | -19.7% | +0.6% | -20.3% | -19.8% |
| 3M | -29.6% | -7.5% | -22.1% | -29.2% |
| 6M | -33.2% | -18.3% | -14.9% | -32.3% |
| YTD | +5.7% | -13.8% | +19.5% | +6.4% |
| 1Y | +9.3% | -8.8% | +18.2% | +9.6% |
| 3Y | +158.3% | +215.8% | -57.5% | +134.1% |
| All | +213.9% | +300.1% | -86.1% | +174.6% |
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 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