+25,808.1%
CAT vs GIS
+1,507.8%
+24,300.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.4% |
| 7D | +1.7% | -7.8% | +9.6% | +4.1% |
| 30D | -6.6% | +6.6% | -13.1% | -8.6% |
| 3M | -13.3% | +21.0% | -34.3% | -19.1% |
| 6M | +11.6% | -9.1% | +20.7% | +13.3% |
| YTD | +42.9% | -13.6% | +56.6% | +46.8% |
| 1Y | +95.4% | -18.0% | +113.5% | +102.9% |
| 3Y | +196.6% | -33.7% | +230.3% | +223.9% |
| 5Y | +321.7% | -19.4% | +341.1% | +321.5% |
| 10Y | +1,140.8% | -21.3% | +1,162.0% | +1,100.6% |
| All | +25,808.1% | +1,507.8% | +24,300.3% | +8,466.3% |
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 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