+332.2%
CAT vs GFS
-3.7%
+335.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | -6.6% | -8.6% | +2.0% | -4.6% |
| 3M | -13.3% | -46.5% | +33.3% | +1.0% |
| 6M | +11.6% | -4.8% | +16.4% | +12.2% |
| YTD | +42.9% | +29.7% | +13.3% | +33.1% |
| 1Y | +95.4% | +35.8% | +59.6% | +79.6% |
| 3Y | +196.6% | -18.3% | +214.9% | +192.6% |
| All | +332.2% | -3.7% | +335.9% | +317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling