+204.2%
CAT vs GIS
-34.3%
+238.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +0.8% |
| 7D | +5.6% | -8.3% | +13.8% | +3.9% |
| 30D | -2.3% | +2.2% | -4.5% | -1.9% |
| 3M | -10.0% | +15.7% | -25.7% | -8.0% |
| 6M | +21.2% | -12.0% | +33.2% | +21.5% |
| YTD | +44.4% | -15.0% | +59.4% | +44.5% |
| 1Y | +96.3% | -20.1% | +116.4% | +96.1% |
| All | +204.2% | -34.3% | +238.4% | +203.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling