+19,008.0%
CAT vs GIS
+1,392.5%
+17,615.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.8% | +9.0% | +7.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.7% |
| 30D | -25.0% | +10.1% | -35.1% | -27.5% |
| 3M | -28.7% | -3.7% | -25.1% | -28.7% |
| 6M | -33.0% | +4.3% | -37.2% | -35.3% |
| YTD | +5.4% | -19.8% | +25.2% | +9.8% |
| 1Y | +7.3% | -20.5% | +27.7% | +11.7% |
| 3Y | +166.0% | -38.3% | +204.4% | +194.7% |
| 5Y | +210.1% | -32.2% | +242.3% | +225.9% |
| 10Y | +712.5% | -18.0% | +730.5% | +662.5% |
| All | +19,008.0% | +1,392.5% | +17,615.5% | +6,305.5% |
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