+8.9%
CAT vs GFS
+15.5%
-6.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.9% | +0.7% | -3.1% |
| 7D | -17.1% | -12.5% | -4.6% | -13.1% |
| 30D | -30.1% | -16.9% | -13.2% | -25.5% |
| 3M | -32.4% | -22.3% | -10.1% | -26.7% |
| 6M | -32.1% | -40.2% | +8.1% | -19.9% |
| YTD | +4.1% | +16.0% | -11.9% | -5.3% |
| 1Y | +8.9% | +17.7% | -8.8% | -1.5% |
| All | +8.9% | +15.5% | -6.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling