+332.7%
CAT vs GNRC
-58.2%
+390.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.3% |
| 7D | +2.9% | +3.2% | -0.2% | +2.1% |
| 30D | -2.6% | -9.5% | +6.9% | -0.2% |
| 3M | -10.7% | -28.5% | +17.9% | -2.9% |
| 6M | +16.1% | -10.0% | +26.1% | +19.5% |
| YTD | +43.2% | +36.7% | +6.5% | +34.5% |
| 1Y | +96.8% | +2.6% | +94.2% | +95.0% |
| 3Y | +201.4% | +61.9% | +139.5% | +169.1% |
| 5Y | +332.7% | -59.0% | +391.7% | +353.3% |
| All | +332.7% | -58.2% | +390.9% | +353.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling