+351.7%
CAT vs GH
+472.2%
-120.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.2% | +2.0% | +6.7% |
| 7D | -2.4% | -7.0% | +4.6% | -1.7% |
| 30D | -25.0% | -5.2% | -19.8% | -24.6% |
| 3M | -28.7% | -5.8% | -23.0% | -28.5% |
| 6M | -33.0% | +65.9% | -98.9% | -36.5% |
| YTD | +5.4% | +55.5% | -50.0% | +0.2% |
| 1Y | +7.3% | +64.2% | -56.9% | +1.3% |
| 3Y | +166.0% | +606.0% | -440.0% | +112.7% |
| 5Y | +210.1% | +47.3% | +162.8% | +173.3% |
| All | +351.7% | +472.2% | -120.5% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling