+71.9%
CAT vs GLXY
-38.3%
+110.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.2% | +1.0% | +6.1% |
| 7D | -2.4% | -0.5% | -1.9% | -2.6% |
| 30D | -25.0% | -28.6% | +3.6% | -21.2% |
| 3M | -28.7% | -28.1% | -0.7% | -25.7% |
| 6M | -33.0% | -52.0% | +19.0% | -26.4% |
| YTD | +5.4% | -35.1% | +40.5% | +7.4% |
| 1Y | +7.3% | -54.0% | +61.3% | +13.7% |
| All | +71.9% | -38.3% | +110.2% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling