+1,157.1%
CAT vs GIS
-19.2%
+1,176.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +2.9% | -8.6% | +11.5% | +3.6% |
| 30D | -2.6% | -0.5% | -2.2% | -2.7% |
| 3M | -10.7% | +11.9% | -22.6% | -12.0% |
| 6M | +16.1% | -11.6% | +27.7% | +17.6% |
| YTD | +43.2% | -16.3% | +59.6% | +45.7% |
| 1Y | +96.8% | -21.8% | +118.6% | +101.7% |
| 3Y | +201.4% | -35.7% | +237.0% | +215.3% |
| 5Y | +332.7% | -22.9% | +355.5% | +331.2% |
| 10Y | +1,157.1% | -16.8% | +1,173.9% | +1,108.9% |
| All | +1,157.1% | -19.2% | +1,176.3% | +1,108.9% |
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