+158.3%
CAT vs GH
+584.3%
-425.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | +7.4% | +0.6% | +6.9% | +7.4% |
| 30D | -19.7% | -6.9% | -12.7% | -19.0% |
| 3M | -29.6% | -4.9% | -24.7% | -29.3% |
| 6M | -33.2% | +54.1% | -87.3% | -36.5% |
| YTD | +5.7% | +48.5% | -42.9% | +0.4% |
| 1Y | +9.3% | +61.2% | -51.8% | +3.1% |
| 3Y | +158.3% | +570.3% | -412.0% | +108.3% |
| All | +158.3% | +584.3% | -425.9% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling