+379.7%
CAT vs GGLL
+328.7%
+51.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.1% |
| 7D | +1.7% | -4.8% | +6.5% | +2.5% |
| 30D | -6.6% | -13.7% | +7.1% | -4.5% |
| 3M | -13.3% | -21.9% | +8.6% | -10.6% |
| 6M | +11.6% | +11.7% | 0.0% | +7.5% |
| YTD | +42.9% | +2.3% | +40.7% | +39.2% |
| 1Y | +95.4% | +76.2% | +19.3% | +74.3% |
| 3Y | +196.6% | +245.0% | -48.4% | +129.0% |
| All | +379.7% | +328.7% | +51.1% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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