+25,808.1%
CAT vs GFI
+688.7%
+25,119.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.8% |
| 7D | +1.7% | +3.1% | -1.4% | +1.5% |
| 30D | -6.6% | +27.1% | -33.7% | -8.0% |
| 3M | -13.3% | +21.2% | -34.5% | -14.5% |
| 6M | +11.6% | -4.5% | +16.1% | +11.5% |
| YTD | +42.9% | +11.7% | +31.2% | +41.3% |
| 1Y | +95.4% | +46.0% | +49.4% | +90.1% |
| 3Y | +196.6% | +309.6% | -113.0% | +169.4% |
| 5Y | +321.7% | +506.0% | -184.4% | +269.3% |
| 10Y | +1,140.8% | +1,009.2% | +131.6% | +906.5% |
| All | +25,808.1% | +688.7% | +25,119.3% | +20,866.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling