+1,123.7%
CAT vs GM
+242.0%
+881.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.4% |
| 7D | +0.6% | -1.1% | +1.7% | +1.0% |
| 30D | -4.5% | -3.4% | -1.1% | -3.4% |
| 3M | -5.8% | +8.7% | -14.5% | -9.4% |
| 6M | +12.7% | +15.4% | -2.7% | +5.7% |
| YTD | +41.4% | +6.6% | +34.8% | +36.3% |
| 1Y | +92.1% | +51.5% | +40.6% | +59.0% |
| 3Y | +197.5% | +169.3% | +28.1% | +86.9% |
| 5Y | +327.9% | +81.6% | +246.4% | +204.1% |
| All | +1,123.7% | +242.0% | +881.7% | +560.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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