+690.5%
CAT vs GM
+216.2%
+474.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +1.7% | -3.8% | +5.6% | +3.4% |
| 30D | -24.6% | +7.9% | -32.5% | -27.3% |
| 3M | -28.5% | -0.3% | -28.2% | -29.1% |
| 6M | -34.8% | +18.6% | -53.4% | -40.0% |
| YTD | +5.9% | +10.0% | -4.1% | -0.1% |
| 1Y | +6.8% | +25.9% | -19.1% | -4.6% |
| 3Y | +161.1% | +241.2% | -80.1% | +47.1% |
| 5Y | +213.4% | +50.0% | +163.4% | +140.8% |
| All | +690.5% | +216.2% | +474.3% | +323.2% |
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