+18,551.4%
CAT vs GIS
+1,380.5%
+17,170.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -6.3% | +1.5% | -7.8% | -6.9% |
| 30D | -26.8% | +9.2% | -36.0% | -29.0% |
| 3M | -30.0% | -5.4% | -24.7% | -29.7% |
| 6M | -34.6% | +3.4% | -38.0% | -36.7% |
| YTD | +2.9% | -20.5% | +23.4% | +7.4% |
| 1Y | +3.3% | -20.0% | +23.3% | +7.3% |
| 3Y | +153.7% | -38.6% | +192.3% | +181.3% |
| 5Y | +207.3% | -33.1% | +240.4% | +224.3% |
| 10Y | +674.0% | -16.4% | +690.4% | +620.6% |
| All | +18,551.4% | +1,380.5% | +17,170.9% | +6,166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling