+700.3%
CAT vs GIS
-17.4%
+717.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.0% |
| 7D | +1.7% | -4.6% | +6.3% | +1.9% |
| 30D | -24.6% | +6.6% | -31.2% | -24.9% |
| 3M | -28.5% | -8.1% | -20.4% | -28.2% |
| 6M | -34.8% | +4.9% | -39.7% | -35.6% |
| YTD | +5.9% | -21.4% | +27.3% | +8.1% |
| 1Y | +6.8% | -21.6% | +28.4% | +9.0% |
| 3Y | +161.1% | -39.3% | +200.4% | +174.1% |
| 5Y | +213.4% | -33.2% | +246.6% | +219.0% |
| 10Y | +700.3% | -17.3% | +717.7% | +647.8% |
| All | +700.3% | -17.4% | +717.7% | +647.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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