+67.8%
CAT vs GLXY
-40.0%
+107.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.9% |
| 7D | -6.3% | -16.2% | +9.9% | -3.5% |
| 30D | -26.8% | -30.6% | +3.8% | -22.7% |
| 3M | -30.0% | -27.7% | -2.3% | -27.1% |
| 6M | -34.6% | -53.3% | +18.7% | -27.8% |
| YTD | +2.9% | -36.9% | +39.8% | +5.3% |
| 1Y | +3.3% | -55.6% | +58.9% | +10.2% |
| All | +67.8% | -40.0% | +107.8% | +69.1% |
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