+688.6%
CAT vs GNRC
+372.1%
+316.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +7.4% | +7.9% | -0.5% | +5.1% |
| 30D | -19.7% | -3.7% | -16.0% | -18.9% |
| 3M | -29.6% | -11.9% | -17.7% | -27.4% |
| 6M | -33.2% | -28.6% | -4.6% | -26.9% |
| YTD | +5.7% | +39.9% | -34.2% | -4.5% |
| 1Y | +9.3% | +23.4% | -14.0% | +2.0% |
| 3Y | +158.3% | +84.2% | +74.1% | +111.1% |
| 5Y | +211.6% | -57.3% | +268.9% | +259.1% |
| All | +688.6% | +372.1% | +316.5% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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