+518.9%
CAT vs GH
+480.1%
+38.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +5.6% | -2.1% | +7.6% | +5.8% |
| 30D | -2.3% | -4.5% | +2.1% | -2.0% |
| 3M | -10.0% | +28.9% | -38.9% | -12.4% |
| 6M | +21.2% | +76.5% | -55.3% | +14.1% |
| YTD | +44.4% | +57.6% | -13.2% | +37.3% |
| 1Y | +96.3% | +167.5% | -71.2% | +76.8% |
| 3Y | +203.9% | +377.4% | -173.5% | +151.5% |
| 5Y | +333.5% | +23.8% | +309.7% | +288.5% |
| All | +518.9% | +480.1% | +38.8% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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