+218.8%
CAT vs GFS
-13.5%
+232.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.9% | +2.3% | +5.9% |
| 7D | -2.4% | -3.1% | +0.7% | -1.6% |
| 30D | -25.0% | -16.0% | -9.0% | -21.6% |
| 3M | -28.7% | -24.7% | -4.0% | -23.6% |
| 6M | -33.0% | -45.1% | +12.1% | -22.9% |
| YTD | +5.4% | +16.5% | -11.0% | +0.7% |
| 1Y | +7.3% | +19.3% | -12.1% | +1.8% |
| 3Y | +166.0% | -20.0% | +186.0% | +165.6% |
| 5Y | +210.1% | -32.0% | +242.1% | +205.3% |
| All | +218.8% | -13.5% | +232.3% | +215.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling