+333.5%
CAT vs GIS
-21.0%
+354.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +0.9% |
| 7D | +5.6% | -8.3% | +13.8% | +4.8% |
| 30D | -2.3% | +2.2% | -4.5% | -2.2% |
| 3M | -10.0% | +15.7% | -25.7% | -9.3% |
| 6M | +21.2% | -12.0% | +33.2% | +22.0% |
| YTD | +44.4% | -15.0% | +59.4% | +45.3% |
| 1Y | +96.3% | -20.1% | +116.4% | +97.8% |
| 3Y | +203.9% | -34.6% | +238.5% | +207.3% |
| 5Y | +333.5% | -22.8% | +356.3% | +317.6% |
| All | +333.5% | -21.0% | +354.5% | +317.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling