+321.4%
CAT vs GH
+443.7%
-122.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | -10.3% | -15.6% | +5.3% | -8.9% |
| 30D | -31.2% | -10.4% | -20.8% | -30.5% |
| 3M | -34.7% | -4.3% | -30.4% | -34.5% |
| 6M | -39.5% | +63.5% | -103.0% | -42.6% |
| YTD | -1.7% | +47.7% | -49.4% | -6.1% |
| 1Y | -1.1% | +56.7% | -57.9% | -6.2% |
| 3Y | +143.9% | +443.9% | -300.0% | +99.5% |
| 5Y | +194.8% | +36.9% | +157.9% | +161.6% |
| All | +321.4% | +443.7% | -122.3% | +191.6% |
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